lilly,
I'm not sure whether you are asking if Costco is the best option for an eye exam or for eyeglasses? I assume you mean eye exam. The eye exam costs seem pretty similar at various places. Costco, Lenscrafters, Walmart, and others seem to charge $49 for a basic eye exam, plus around $15 for a retina exam (where they give you eye drops to dilate your eyes). If you have no insurance, I'm guessing any of these options would be pretty similar in cost. Quality will vary from eye doctor to eye doctor probably more so than the differences between different chains.
If you were asking about where to purchase eyeglasses if you have no insurance, then
Costco does seem to be the best option if you want consistently good quality eyeglasses with exceptional customer support. You will pay more for that quality, but the price is still reasonable.
If you really are strapped for cash, or you are looking for an extra set of eyeglasses and you want the absolute lowest price, then I'd recommend
Zenni Optical. The majority of people are satisfied with Zenni, however, it is important to know that there are a relatively small number of people that had problems with their glasses from Zenni. If you happen to be one of the people who has problems, then you will have a very frustrating experience as their customer support does not seem too good.