I tried the Kirkland Signature Glossy Inkjet Photo Paper from Costco on the Epson CX6600. I was worried it wouldn't work because I had problems with the Kodak Photo Paper (cracking in the reds and yellows). I am happy to report, no problems with the Costco paper and the blues are deeper like the Kodak paper (the Epson paper has slightly less saturated colors for some reason).
I couldn't find the Epson cartridges at Costco but they are available from Costco online. Costco's great return policy makes me prefer to buy from them. I have had clogged brand new cartridges in the past, Costco exchanges with no question.