Costco has great meat at good prices.
As for the cut, it depends on what you are looking for. My favorite steak is a ribeye. Tenderloin or filet mignon can be very tender, but they aren't as flavorful because they have less fat. A ribeye you would cook to a slightly higher temp than you would a leaner cut like a tenderloin.
I had a delicious USDA Prime eye of ribeye from Costco on Sunday. Perfect.