We visit our local one now and then. The savings on fuel pay for the membership, but we pick up various bits there. It's obviously meant for trade, but lots of people do their own shopping there. One of the issues with bulk buying is having space to store the stuff.
You do have to check the prices on some stuff and watch out for it not including VAT.
They do some nice cakes and stuff, but you have to buy a big pack. It can be good for when you need to bring cakes to the office for your birthday.
The petrol are definitely a good deal, I always make sure I fill up my tank even if I'm half full.
I always Google the prices at the supermarket if I know it's sold there as well, sometimes supermarkets do some very good deals. Meat is the best deal for me, but obviously that's no good for you