I didn't read all of the responses but some things we save on:
Contacts! It is $3.xx something cheaper per box vs. Walmart (at least the last time I checked) and the savings per year basically pays for our membership.
Laughing Cow cheese is something we buy on occasion, but it is 5.xx per package at my local co-op, and 8.99ish for a 4 pack at costco.
Boursin cheese goes for $6-7 per pack at our local grocery stores. Costco sells a 3 pack for 8ish (we use for a super quick alfredo-esque sauce).
Tillamook cheddar used to be 6.xx for 2 lbs (sliced). It is now up to 8.xx for 2 lbs but it is IMO still a good deal.
I try to buy mostly Ecover dishwasher tabs through frontier but we do pick up Electrosol when it is buy one get one ($10 per container) which is pretty cheap. (but not earth friendly!
Salad mix (organic) big container for the price of a small container. We eat a lot of salad or split it with my parents.
Giovanni shampoo or body products (they don't always have them)
Coleman hotdogs (haven't had in stock at my store for a few weeks). WAaaaaay cheaper than what WFs or similar charge. I haven't seen it yet but I know some people have Coleman bacon and meatballs at their stores (Colemans' stuff is all nitrate/nitrite/hormone/antibiotic free).
Eta: huge jar of organic salsa for about $6 per very large jar. It contains about 5x the amount in a normal jar (which is close to $4 per jar at my co-op IIRC). It seems more liquidy but no complaints from me.