If your Warehouse Club has clothing, it is definitely worth checking out. I have purchased high-end name brand jeans for $14, an Official Baseball MLB jersey for $10, and many other great-priced items. For electronics and various other non-food items, the prices are normally decent, but not incredible. I would save these purchases for a great sale at another retailer.
As for boxed items (cereal, granola bars, etc), condiments (ketchup, mayonnaise, BBQ sauce, etc), canned items and other foods: you will have to use your local knowledge and current situation to determine if they are good deals. For example, my local grocery store has Buy One, Get One Free items every week. Cereal and condiments are always included in these sales and you can use coupons on top of getting a free item. It is definitely cheaper for me to buy these items at the grocery store. However, if it was just on sale last week (so I know it won't be on sale for another five to six weeks) and I don't have coupons and I am out of it, then I would buy it at the Warehouse Club.
As you walk through the Warehouse Club and look at prices, always try to determine the price per unit and compare it to your grocery store prices. Then, take into account whether or not you have coupons for the item and whether you have seen it recently in something like a Buy One, Get One Free sale. If you determine that the Warehouse Club price is great, then ask yourself if your family will be able to use that amount before it will go bad. If it expires, you no longer saved money.
If it passes these tests, then it is probably a great deal. Know your prices and shop smart to save lots of money at Warehouse Clubs!