This is such a personal question it's hard to come up with an answer that fits all across the board.
For us, it's not really worth it. Sam's club doesn't carry some of the brands we were likely to purchase in bulk.
Costco has a few things that we really use, but it was a pain in the rear to get to, alhtough they just built one that is much closer now.
I also shop sales and with coupons when I can, so when I factor that in, I can save way more at the normal grocery store than I can paying to have the opportunity to buy at these big box warehouse stores.
However, if I lived further out of town and did more monthly stock up trips over being able to run to the grocery store every week, then Costco would definately back into consideration.
A lot of the value for your family will depend on the items you buy and the amount of time you are willing to spend on shopping sales at other grocery store locations, etc.
I suppose if you buy a lot of big ticket items, then the rest of the store could be considered, but for us we really only bought consumables to inlcuse things like; Food, HBA, booze, paper and cleaning products, beverages, etc.