Costco does Mobil 1 but I doubt you'd get much of a range of different grades.
I like the ester oils that are polarised and cling to your engine's internals when the engine is off so there is instant protection on startup without the engine running dry. Given that the vast majority of engine wear occurs within the first 15mins or so from startup then I want to do everything to protect the engine during that period so thats why I use Silkolene Pro 5w40 which is an ester oil so gives me good startup protection by virtue of it's clinginess and the low W rating. As soon as the engine is upto temp it the oil has the same properties and performance of a 10w40 or a 15w40. I've not noticed any adverse effects but I suppose you wouldn't until you pull the engine apart.