Since there is not one in my area, there is no reason to tell them how I feel and that I will not nor will my business be purchasing a membership.
This is from their site
https://costco.egain.net/system/selfservice.controller?CMD=VIEW_ARTICLE&ARTICLE_ID=1101&REQUEST_FRM_ESCALATION=true&CONFIGURATION=1001&PARTITION_ID=1&isSuggestedArticle=truePersonal Firearms/Guns in Costco Stores
Costco Wholesale is a membership-only warehouse club. It is not open to the general public. It restricts membership to a limited group of qualified individuals who agree to membership conditions. We have the right and the obligation to our members, to enact and enforce membership rules. The Member Service Employees at the exit doors are obliged to follow these rules. By obtaining a Costco membership card, our members agree to comply with the Membership Rules and the Privileges and Conditions of membership.
Costco does not believe that it is necessary for firearms to be brought into its warehouse stores, except in the case of authorized law enforcement officers. For the protection of all our members and employees, we feel this is a reasonable and prudent precaution to ensure a pleasant shopping experience and safe workplace. Our policy is meant to protect our members and employees in all warehouses around the world. This is not a new policy and we do not customize the policy for each individual city/county/state/country where we do business.
Our primary goal at Costco Wholesale is to keep our members happy. If you believe that our policy restricting members from bringing firearms into our warehouse stores is either unfair or excessively burdensome, or you cannot agree to abide by this policy, or you are dissatisfied for any other reason, Costco will promptly refund your annual membership fee in full.