Overview
If you shop in person:
As for Costco vs Sam's, the prices are generally almost identical. Sam's often makes things 1 penny cheaper than Costco, out of spite. I think Costco tends to have more selection and more name-brand stuff, and larger quantities. At Sam's you can buy smaller quantities, which sometimes is really nice. Costco tends to be crowded and very busy and you can't find any employees who aren't glued to what they're doing, working super hard. Sam's is typically not crowded at all, and there are a lot more employees standing around. Costco is super fast, especially the customer service desk. You get your return done or whatever, but you're left feeling a little overwhelmed from the speed of the transaction (especially if you just came from your village). Sam's is super slow, especially the customer service desk. You might wait 20 minutes to just trade a pair of pants for a different size. Sam's is very used to bush orders, while at costco they can handle it but it is obviously less common. An Eskimo friend of mine calls Sam's the "Native Costco," and you will see a lot more brown skin at Sam's, old friends greeting each other in the aisles, that kind of stuff.
One important distinction is that if you leave your stuff at the store for a company to pick up, Sam's will have you fill out paperwork and calculate the actual charge for the shipping and you pay right there on the spot. Costco on the other hand has you fill out paperwork but you pay nothing. You contact ABS or Express Yourself by phone and give them your payment information and they tell you the total. Sam's method is much clearer and simpler.
If you place an order:
If you choose Wal-Mart:
They charge you the in-store cost of items, plus a 10% fee for boxing and mailing, plus the actual shipping costs via USPS. This is a really good deal, compared to the other guys. They have a bush order form you can save, print, and fax in. And there is a page for FAQ regarding bush orders. You can also go in person to the Wal-Mart by the Dimond Mall (just south of the Dimond/Old Seward intersection), fill carts with stuff, and take them to the bush order department in the back and they'll take care of it from there. This is great if you don't have a lot of time. The problem of course is that Wal-Mart doesn't exactly have tons of groceries. (Aaaaaand they are the ultimate symbol of capitalism taken to its worst extreme) You can pay up front or COD.
Shipping options:
Mail: Generally speaking, the USPS is the only way to go in bush Alaska. It costs around 25-30 cents per pound to send heavy boxes to your village via parcel post, and it will take it like 3-12 days to get there.
Private air freight is what you have to use for perishables like meats and produce or dairy. Of course, the best way to handle those is to take them on your Alaska Airlines passenger flight with you. You can check 3 different 50 pound bags (coolers!) per adult on in-state flights. My wife and I often mail home clothing and all of the non-essentials so we can max out on the ice cream and other goodies that we check onto the plane. But getting back to private air freight, the airlines I've used are Everts Air Cargo and Northern Air Cargo. They are the two big ones that fly all over the state in huge planes. They both have good customer service and toll-free phone numbers. Call them for quotes. Their prices can really vary. I've found that Everts is a lot cheaper for large items that are not heavy, like a kayak. I think NAC might be a bigger company with more planes. Keep in mind that if you are not in a "hub" village, they will probably transfer your stuff to a smaller carrier like Hageland or Arctic Transportation Services for transport to your village. The price of air freight is significant, like around $1 to $2 per pound for stuff that needs to be chilled, at least four times the price of the good old USPS.
Barging things from Anchorage to the bush (providing you live near a place the barges come to) is another option, but it is slow (around 3-4 weeks on average) and tends to cost a little more than the USPS, in the range of $.35 to $.50 per pound, depending on quantity and what it is. But if you have something you can't mail (over 70 pounds or hazardous like bleach), it is the only solution. I don't have a lot of experience with this, but the major carriers include Northland, Alaska Logistics, and others depending on where you live. Check the yellow pages. They are great about giving an exact quote as well as the sailing date deadline. If you want to get something from the lower 48 to Anchorage, Totem Ocean Express is a good company.
Bypass vs Parcel Post:
This can seem very confusing, but it really isn't. Bypass mail requires a minimum of 1,000 pounds all going to the same address. It is mailed at parcel post rates, except everything is exempt from the "extra heavy" fee of $2.87 per box. For example, in July 2007 I sent a 45 pound box from Anchorage to Kasigluk for $14.83. If that box was part of a bypass mail order, it would have been $11.96. If you have 30 boxes, this would be a savings of nearly $90. Bypass tends to arrive at its destination a little faster than parcel post, although this is not at all guaranteed. Everything sent via bypass mail still must be boxed according to normal post office regulations, including the individual 70 pound limit. Only licensed companies can send or carry bypass mail. You cannot just pull up to the post office with a zillion boxes and request bypass mail. All of the companies named above can send goods via bypass mail. So the bottom line is you have to go through a 3rd party company, and the savings aren't that huge. But if you're placing an order with them anyway, you should be able to request bypass mail if it weighs enough and save some money. As you'll see in the price comparison page, it doesn't always work that way though.
So how do these different options compare in terms of price? They diverge pretty widely, check it out.