Sam's Club has club locations that include gas stations and/or liquor stores. Not all club locations have those amenities, but the same goes for Costco locations.
Sam's Club is the choice for our household. They've been offering curbside pickup for awhile now, while Costco just began rolling that service out within the last week I believe.
I'd say prices are fairly comparable between the two for the most frequent purchases, so it really comes down to personal preference on a smaller volume of items that could easily sway a household one way or the other. For us, we much prefer the clothing/apparel section at Sam's Club to Costco's apparel offerings.