A large,
warehouse type store such as
Sam's Club, or
Costco, that contains products cheaper than in any grocery store or department store. Also the point of holding a membership here is that you receive more than you need for a cheaper price. BJ'S also awkwardly has the slang name of oral sex known as a Blow Job, or a BJ. Making you wonder if you're really a pervert every time you say you're going to go to BJ'S.