I shop at Wal-Mart and Costco - they're right next to each other near my house. Both are always crowded, but Costco seems to do a better job of getting you through the checkout quickly. I wish Costco would stay open longer.
Sadly enough (from the sound of it) there's no Costco around here. Target is about a five minute drive away whereas you have to run a gauntlet to get to the nearest Wal-Mart. Our local hippies prevented it from getting built anywhere except on the other side of a thin bridge at the end of a road unfit for even a fraction of the traffic it gets beyond a dreadful intersection that takes about three light changes to get through. That settles it for me!
I shop at both Sam's and Costco and you are right about the check-out time at Costco. They also have someone there to unload your cart at the check-out lane which is wonderful when you have heavy stuff--like the mongo-size Tide. They sell these freeze-dried liver treats that my dog is crazy about and their bakery oatmeal raisin cookies are the best I have ever had.