You can buy a warranty on some of their stuff.
I shop at Sams because I really can save money. Toilet paper, canned goods, durables, etc. It's the same stuff I can buy at Biggy Grocery, only in bulk. It may only be a few cents here and there, but it adds up. I figure I save about four times the $35 annual membership fee.
Keep in mind that I shop the heck out of eveything and keep pretty close tabs on prices for stuff I use regularly. I don't haul off and just buy something because it's at Sams. I buy it because I know it's a better deal. I also only make about four big runs a year. I stock up on everything and several months worth of reserves. That way the only thing I have to make a special trip for is perishables, which I do every two weeks.
Brad