Those savings can quickly evaporate if you're not careful.
Consumer Reports has a number of moves you can make to guarantee saving, not overspending.
Both Sam's Club and Costco Wholesale stores say they offer up to 30 percent discounts on brand items.
So why don't you always see those savings? Consumer Reports says, for one, people buy way more than they plan to get.
Consumer Reports' Tod Marks says maximizing the savings takes some discipline.
"Before heading out to a warehouse club, make a list and then stick to it," Marks said.
That means resist the urge to browse. You can get great deals on electronics and jewelry, but is that what you headed in to buy?
If you're short on willpower, Consumer Reports says try shopping at the club websites.
"Sam's Club has this great service called "Click 'n' Pull." If you place your order online before five o'clock, you can pick it up the next day," Marks said.
Both sites offer "online-only" specials.
Back in the stores, check out unit prices. That way you're sure you're paying less than you would at the grocery store. Sometimes you're not.
And if the big packages are too big, there's some good news. The warehouse clubs are offering some smaller sizes in a lot of staples.
"But some items still come in bulk. So if your favorite products are only available in bulk, consider splitting it with a friend," Marks said.
Another money-saving move - try the cheaper warehouse club brands - Kirkland Signature at Costco and Members Mark at Sam's. Many products have rated highly in Consumer Reports' tests.