When I fill up, it's either at Mobil or Costco. Nothing wrong at all with either one of them...and think about it, would Costco risk their reputation by selling low quality gas. Costco is a huge corporation with tons of loyal customers, I doubt they would sell anything that would jeapordize that.
I work at Costco so I can tell you that whatever we get (in the Bay Area at least) is surplus from a distributor called Tesoro. Sometimes it's the excess from the big guys like Mobil or Chevron, sometimes from smaller ones like Valero and Olympian.
^^You're right, gas is gas, in it's unmolested form. But when different companies get a hold of it, they put in additives like Techron or V-Power, making their brand of fuel more "special" from the rest.
In my old Camry, after filling up at a Costco station, I'd notice some engine knock when accelerating uphill. Didn't have that problem with Chevron regular. YMMV.