I had been a member of BJ's warehouse club for some time, but since I am working at a new job, I decided to join Sam's Club, which is about one mile from my new office. The sheer convenience of the location is what made me switch.
I"m glad I did, because I will get more value out of my membership ($40 for a year for husband and I). We use warehouse clubs mainly for food, but the selection of other products at Sam's is excellent. It has a very similar offering compared to BJ"s. The only downside to Sam's (and it may just be this location) is that it does not seem as well staffed (much longer lines to check out) and seems a little more chaotic.
It is well worth the membership price, however, since we like to buy in bulks things such as cereal, chicken and beef, cereal bars and all the other things that are cheaper in bulk.