Sam's Club is a decent enough place to work at, but what kills it is the management. There's a feeling that they're not quite trained correctly/completely and a lot of them go on power trips and intentionally make it very difficult, if not impossible, for you to advance and make your job into a career. There are of course some great people working there, but they're usually your fellow cashiers/floor associates and not the management team.
Also, they pay the average Floor Associate about $9 per hour while at Costco the same job comes with at least $14 per hour. This is part of the reason why Costco always seems nicer since their employees actually care.
Management is usually very bad, it's difficult to advance at all, pay is lousy.