I find costco too expensive as some have mentioned. You can never walk out of there with just a few items bec everything seems like such a bargain!
Paperific in BP also has great prices and is very convenient.
I live in Israel and save by knowing prices an getting items where they are chepa. I try to shop on sale but since we dont have a car I am limited to the three or four local supermarkets in walking distance.
I also dont buy in bulk unless there is an amazing special, I buy for the week what we need.