The OP doesn’t say where he or she lives, so it’s kind of hard to tell what to recommend. I think the warehouse membership places like Costco and BJ’s are overrated. For most items, you can do better by shopping sales at supermarkets. For the rest, I don’t think it’s worth the membership fee.
Double coupons can be worthwhile, but you’ve still got to be selective. King Kullen is the only store in the NY area that I know of that doubles dollar coupons (other stores only go up to 99 cents), but their prices are usually so high that it’s not worth it. I can sometimes get coupons on eBay and make a killing. For example, I got 20 $1 coupons on cereals that I use for $1.35 on eBay. Waldbaum’s had those cereals on sale for $2, so I got 20 boxes for a total of $21.35.