Here's what I do for gas.
Winn Dixie has a pretty awesome program. For every $50 you buy in groceries, you earn a 5 cent per gallon fuel perk. This is nice, but where the program really works, is when you buy key items that have a 4 cent, 7 cent or 10 cent per gallon bonus, on top of this. Last week, I paid $10 for 16.6 gallons of gas using this.
Another store, Publix, has a deal about every 3 weeks. They sell a $50 gas card for $40. You can buy one card, for every $50 worth of groceries.
So, on weeks that Publix doesn't have the deal, we shop at Winn Dixie, and rack up the fuel perks. Then on weeks Publix has those cards, we buy about 3 weeks of groceries (for 5 people), and buy about 4 cards (getting $40 worth of free gas).
As for SAMs Club...yeah, not what it used to be for groceries, but can still find some deals. Trick is to compare the per oz. price though, to see if you are really getting a true deal. To be honest, I can usually do better with bogo deals and coupons at the regular grocery stores, than SAMs anymore, though there are a few things we can get there in bulk that are cheaper. To really save though, have to coupon (and both Winn Dixie and Publix typically have sales on items that also have coupons, which allows you to really double up). And while WalMart will match prices, a) it is a pain in the rear, b) the fuel deals at the other stores aren't present at WalMart.
If you're in a state that allows double or triple coupons, all the better (we sadly do not have that here). But, if an item is on sale, has a manufacturer coupon, and a store coupon, then I've made out like a bandit.