I agree. My drug dealer has been Costco since about 2003. No real problems except when I have to train a new pharmacy clerk or when the doctor sends the prescription to the wrong Costco.
Looks like you have about 10 possible Costco phramacy pickup locations in the Pheonix Az area.
However, there is one potential complication with Costco. They have TWO methods of delivering your drug deal. One is delivery by mail order: The other is by pick up at the local Costco "warehouse". These are two separate "entities" and are easily confused by everyone involved. I use warehouse pickup because delivery to my office has been rather marginal lately. Also, I just spent a wasted half hour trying to find the status of a prescription only to discover I was looking at the wrong site. If you bookmark the correct online link, you should be ok.
I have no idea how Coscto prices compare with other pharmacies. The last time I compared prices was about 2008. At that time, Costco was the cheapest by about 15%.
I used Walgreens in 2001-2003. They were ok until they reorganized the pharmacy. The new system did not disclose the amount they were charging my credit card until AFTER my card was charged. Prices also disappeared from their web site. I complained to the local area manager, who basically said "take it or leave it". I left.
I once went price shopping for a very expensive drug among the various Canadian phramacies. Most of them turned out to be about half the retail price of Costco. If you want to try these, check their prices and reputation with various online comparison sites first: etc...