Well and some more thoughts from the "insider" (haha).
The average Sam's customer has a different profile than the average Walmart customer. Most Sam's customers earn a little bit more money, own their own home (or make mortgage payments on it), have different buying habits etc. So there are small differences between the two stores.
Sam's Club is also real big on getting the attention of small business owners, usually.
I for one can't really take advantage of bulk purchases for lack of room, and the fact that the better part of the stuff might go bad before I finished eating it all. Unless I bought a lot of things I really can't afford anyway, a membership at Sam's would be a net loss for me and I can buy a membership at a small discount being a WMT monkey.
I have talked to the people who work at the Sam's and compared notes. FWIW, the consensus tells me that the 10% (limited) discount I get as a Wal Mart monkey is a much better perk, financially, than free Sam's club membership they get.
But we're also low paid retail workers with different buying habits than our own customers. Figure that out.
As for who's more convenient, that just depends. My store is open at 4AM. Sam's, is not.
If you are feeding five or six people and have a house and good sized appliances so that you could store this bulk food and consume it before it freezer rots, I bet if you cranked it out Sam's would probably save you money in the long term because you'd be making less overall trips to the store, paying less per ounce, etc.
If you live in a rented room by yourself like me, Walmart seems to be better.
So there you go.
And for the record I don't shop exclusively at Walmart even though I work there. I tend to buy meat, produce, hardware, and certain other things elsewhere even though it costs just a little bit more because I don't like what Walmart sells in that department. I tend to use the store to buy basic staples that are the same no matter where you buy them, so you just might as well buy it at Walmart and save.
Target, etc. aren't much more expensive per se, but if you look carefully Target is often 5-15 cents an item higher on stuff. When I consider that, plus the fact I'd have to drive to Target and consume more fuel and time, I say Pass. But that's just me. I do go there when they put stuff on sale, sales at Target can be awesome sometimes.