There are 2 more downsides to buying gas at Costco - a lot of them always have long lines at the pumps, and their gas is very high ethanol content which means you probably will get worse gas mileage using it than you would get elsewhere. I know my truck hates the stuff, it also hates Arco gas.
If your tow vehicle is a diesel, you won't find that at Costco. However, you will find discounted diesel fuel at a lot of truck stops if you pay cash.