Sources for whole beef tenderloin to grill/roast
We get beef tenderloin from Sam's Club all the time. Once in a while we get the whole tenderloin, but more often we get the sliced version which has four large steaks and is roughly half the weight of the whole one. It's excellent. Most of the time it's all meat, very tender, and great for grilling as well as roasting. Occasionally there's a little fat or gristle but not objectionable.
We have memberships in both stores and get tenderloins in both places. They're similar in price and quality. We live closer to a Sam's so we go there a lot more often.
>> that won't cost an arm and a loin?
LOL! I don't know of any place where you can do as well as Costco or Sam's for both price and quality for beef tenderloins. We sometimes get other cuts of meat from a great high-end butcher (Zier's in Wilmette) but it's a lot more expensive. For tenderloin we pretty much stick to Sam's and Costco though.
Sam's Club and Costco don't always have the best prices on everything. (Soft drinks are an example where you can almost always do better by shopping sales at Dominick's or Jewel.) But beef tenderloin is a product where their prices are usually significantly better than almost anywhere else.
Here are links to previous discussions on butcher shops, although they are not specifically for tenderloin and not specifically looking for the lowest prices:
Nsxtasy's got your questions answered essentially. For better prices, I'd recommend also checking Certified grocery stores (like Butera, Tony's and others) or Mexican markets for choice grade tenderloins. Perhaps call them first and request the entire t-loin. Around xmas and other major holidays, a lot of stores will have whole, choice grade, cryovac packaged t-loins for 4.99/lb. I was actualy up near Lake Superior over the 4th, and bought some for that price.