The Walmart by me is just not that clean, so I can't speak to their prices. But Costco's got better tools, and just better stuff than BJ's. Electronics I'd say is about 50-50. Better to check both places before buying. My wife tells me that BJ's has better every day food, Costco has the better party food.
What is BJ's?
The Costco closest to us has terrible produce and is dirty and smelly. Shopping there is like shopping at a Wal-Mart in a bad area of New Orleans. We maintained our membership there for two years, hoping they would build closer to us. They haven't. Probably because there is a new Sam's Club and a BJs already in the area. Then I learned about Costco's management's leanings toward RATS. We quit shopping at Costco. The Sams Club here has better produce. The BJs has very expensive produce, and it's not the best quality. We go to Sams for produce and other items. We go to BJs because they have a bigger variety of meats.
The problem with our Costco here is that it has lousy hours (opens at 11 a.m. or something) and it does not take credit cards, except maybe AmEx. I assume that is chain-wide? If BJ's contributes to Republicans, now I just like it even better!