I was advised against Costco gas by a BMW Technician. Due to the amount of detergents (either too much or too little) in the fuel and with usage over time, it can clog the injectors. For the best gas, visit http://www.toptiergas.com/retailers.html
With that said, I use Shell only; same station, same pump, every time.
Also, the manual recommends BP fuels. Check your Supplementary Owner's Manual, page 59.