I've used coupons forever, so it doesn't seem like such a chore to me. And I love Costco too! A few tips:

Buy only stuff that you'd buy anyway (unless you've been dying to try a new product and a coupon presents itself). You're not saving money if you buy unwanted/unnecessary items.

Use the self checkout at the grocery store and you won't have to wait while the kid behind the register enters your coupons by hand. All you need to do is scan them.

Keep a careful eye on prices. Sometimes even a product with a coupon is more expensive than a store's sale on a similar item, or a store brand, etc.

I usually don't bother with any coupon that requires me to buy more than one of something, because in those cases you're usually only getting a tiny amount off. The coupon looks enticing ($1.00 off!) but if you have to buy three, you're only getting 33 cents off each one and you can probably do better.

If you're just starting out, use what's in the Sunday newspaper and let it go at that. Look for items that you'd be shopping for anyway, and keep your coupons in one of those divided holders. Keep the coupon holder in the glove box of your car and just take it with you every time you go to the store.

By combining sales with coupons, you can save a lot of money. And why not?