I frequent the Costco in Manassas, VA (was just there this morning) and have never seem any NO GUNS signs anywhere on the property. I have been OC'ing there for the past six years and no one has ever said anything to me other than comments (got two today in that very Costco.. one from a customer and one from a checkout clerk). As far as I'm concerned, Costco has never had a policy against the carrying of arms in their stores where I live.
In the final seconds of your life, just before your killer is about to dispatch you to that great eternal darkness, what would you rather have in your hand? A cell phone or a gun?