I'm not a costco member, but I have a membership to another local wholesaler club with a gas station (BJ's) and I rarely use it for gas.
The pumps have a price limit at mine, are less than 10 cents cheaper as the other gas stations successfully rammed a price floor law through the local government, and even when those problems weren't there, the place is still so crowded that it looks like a flashback to the days of gas rationing. The place also has really short hours. My 2 local costco's have similar problems, but they're also inconveniently located for me.
Wholesale clubs just for gas aren't worthwhile in my area, hopefully yours are better.