Dan,
I would recommend Costco for butts, but also watch the prices at Schnucks, b/c when they have sales, they are cheap. I don't like the briskets from my Costco much, b/c they are very thin and small and they do not sell whole briskets.
As T Ring said, Baumann's Fine Meat in Brentwood is very good, so is LeGrand Market on Donovan near Ted Drewes. Lately I have been going to Matekers Meat near Tesson Ferry and S Lindbergh. All these places have very knowledgeable and friendly butchers. Never been to Sam's but I'd imagine they have good prices also.
Good luck