I think there's some disagreement about whether Costco gas's fuel efficiency is as good as other brands. I tried checking this myself, and after 2 sample tanks of Costco gas and 5 sample tanks of various other gas brands, I haven't noticed a significant difference in my car's fuel efficiency.

So even if Costco gas isn't as good as other brands for other reasons, I'm gonna stick with cheap Costco gas for now.