i always look at the circulars that get delivered to my house. there a few groceries in them and i just look for $1.99 chicken, pork loin, or beef (80/20 so you have to cook it down and wash out the fats....but is wayyyy cheaper than 93/7)..... on of the 3 stores will have one or two of my meats for $1.99 and tuna for $.90 per can..... and when then do i buy the sh*t out of it.
another thing is to weigh your protien before you eat it .... if you r just cooking up two breasts of chicken and eating them that might have been 1.5 servings and you could have saved the .5 serving for your next meal. i usually eat 8oz per meal. and ofcourse CARBs are cheap so i dont think we are talking about them.... but again some days pasta is 1.65 per box and some days it is .80 per box..... get the circulars and shop the sales.
good luck...... i do not see a huge savings from BJs or Costco.