Let me start by saying that all Warehouse Clubs (Sam's Club, BJ's, Costco, etc.) are different. Some accept coupons, others don't. Some Warehouse Clubs have internal coupons. Some are a lot cheaper on their annual membership fees than others. If you are a member of a Warehouse Club, make sure you research the club and its policies.
Article first published as Saving Money at Warehouse Clubs: How to Shop, What to Buy on Blogcritics.