Ditto Entertainment Plus. Been using their transfer services since 2006. The drivers are a little nonchalant, but they get you there. Vans are generally clean but don't expect a towncar or anything. They do charge you for the ride back or 1/2 of the ride back upfront when you get dropped off. So just expect that.
For Costco, IMO it's a little out of the way. If you are just looking for supplies/water, there is a very very convenient (and IMO fun) supermarket that is accessible easily by bus. It is called Chedraui, and it's at the very beginning of downtown Cancun, at the end of the tourist strip. They've got water, wine, beer, rotisserie chicken, a taco bar inside, cleaning supplies for the condo, etc. The bus stop to and the bus stop back is easy to find. Tell the driver where you're going and it's super safe. Pretty much impossible to get lost going there and getting back.
Walmart is also a lot closer than Costco, although I always find it much easier than to just go to the supermarket mentioned above.
