Ok, so it's most certainly your wheels that are out of balance. I haven't had any tires mounted at costco, but they're probably not the best place to do it.
Vibrations are very dependent on speed, and usually only show up at certain speeds on the highway. Even tire pressure can affect it.
You're best bet is to have them rebalanced at a shop that has a Hunter Roadforce balancer.
What rims and tires are they? Pics?