From the best of craigslist:

First, be sure that you are prepared. Do you have The Card? What do you Need?

Next, consider the day and time. This is simply an exercise. There is no time that you can go to Costco when it will not be crowded. Accept this.

Stage one of your journey is the parking lot. The people are not looking. Do not hit them. Drive very very slowly. First gear. Slow, deep breaths. This will prepare you for the deeper stages. Patience is key in finding a parking spot. And if you are willing to back up an entire row length at 2 mph, a spot near the door can be yours.