We don't have a Costco membership but my in-laws do. My wife got a bottle of Kirkland vodka last summer and it was perfectly fine. The only read advantage to it (vs. not having a Costco membership) was that she was able to acquire a gigantic bottle of it.

I've tried a couple other Kirkland liquors before and haven't been impressed. But whiskeys, as an example, are a lot more nuanced than vodka. I suppose it depends on who the maker is behind the Kirkland label.