I think I've saved a lot more shopping at SAM'S CLUB than I've spent on the membership. Have gotten good deals on bulk items to clean the house, do yard work, tires, batteries, tools, some furniture, paper, electronics, some cheap clothes, and so forth.
I usually only go in once or twice a year to buy all the rags, paper towels, laundry items, and cleaning supplies to take care of the house for the coming year.
Only shop there for food if I've throwing a party. I'm a single adult, so saving on food usually is not worth the effort if I want to eat well (tasty or healthy), and buying in bulk is not really a good option.
Can they be a good deal; yes, but not for everyone, and as noted, you should compare prices on occasion with other sources.