We are supposed to get a Costco gas bar here in London, but they are taking their sweet damn time about it. When it does finally open it will be interesting to see if I decide it's worth the hassle for cheap gas. The Flying J truck stop used to be cheaper gas here and it was always insanely busy, but it was also open 24 hours, so if I was going by later at night, I could gas up with no hassle. I doubt the Costco gas station will be open all hours.
Also, depending on what particular rewards programs a person likes to use, if you get a Costco Amex card, you can easily earn enough rebate to cover your membership each year.