Does your Costco carry Ascent whey protein? That's what I've been using and I love it. Tastes awesome and digests really well. I think it's $55 for 4 pounds or something, but I got it on sale once for $40The price is up but still manageable for 5lbs Optimum Nutrition whey at Costco, I pay $64 for a five lb bag.
Given its low price, whey is the majority of my protein intake. The ease of consumption and preparation is just the icing on the cake, really