Here is a great article that Teresa over at Money Saving Maine-iac wrote about her experience shopping at BJ's Wholesale Club
Another great perk that she doesn't mention about having a BJ's membership is their gas pumps. I don't think the gas prices at the BJ's in Portland are as much of a deal as the ones in Auburn but if you aren't going out of your way to gas up there sometimes you can get up to $0.10 or more off per gallon when compared to other local gas stations.
BJ's also lets you use multiple manufacturer's coupons on some items. For example if you are buying a large bottle of laundry detergent at BJ's you'll only be able to use one manufacturer's coupon because even though the contents may be equivalent to two smaller bottles that you might buy at another store, it's still contained within one bottle. However, if you buy a bulk package of body wash and you can visually see that there are three bottles of body wash shrink wrapped together in one package they will let you use three manufacturer's coupons on that purchase. You can still stack that on top of any BJ's coupons that you may find as well.
How do you feel about shopping at wholesale clubs?