I always thought the main idea of Costco was bulk purchasing..i.e. what you most likely won't do on a vacation due to luggage/customs restrictions. If you just want to buy UK products..just go to the closest bigger Tesco/Sainsbury's or Asda. Costco's savings would in my mind be significantly outweighed by the opportunity cost of going out of your way to go there while on vacation.

Had to laugh at the Asda comment though..as it actually is a division of Walmart. It's called Asda because Walmart has a bad reputation in Europe..