All Prime is graded by the same USDA standards no matter who is selling it. But there are more marbled examples of prime than others. I do know the butchers at Costco and if you ask nicely they will grab what they feel is the best whole NY strip, Ribeye or Filet out of the back, provided they have additional Prime meat not already out. I like thick steaks. Here in Michigan Prime meat is not available in our local grocery stores. There are a few specialty places (Whole Foods and meatpacking plants in Detroit) that do sell Prime, but for me, Costco offers the best bang for my buck. If I do get a Steak that isn't as tasty as it should be...I will grab the horseradish cream sauce.

On a side note, Costco is currently the largest seller of Prime graded Beef in the US.