I know this comes a little late, but I'd like to add info for other people printing images at Costco. First, Costco supplies printer profiles for all of their locations via this website:
Just browse for your local Costco and download the appropriate profile(s).
That website also has a handy link at the top to a page which describes how to install the color profiles on your system.
To understand how to really make use of color profiles in Photoshop, please read this article:
It's long, I know, but it's clearly written.
One other important bit of information to know is that the photo printer at our local Costco does a little cropping in order to make up for the lack of bleed in submitted photos. It seems as though their software will scale up the image by about 1/8" in both directions and then cut off the extra amount. In the final print, this appears as a very minor zoom effect that most people might not notice. After all, you're only dropping about 1/16" from each side.
Please note that, by default, Costco will post-process your photos unless you tell them not to do so during your checkout process. Their post-processing appears to increase the contrast and saturation in a recent test run I performed. The results aren't terrible, but if you're like me, and you've spent a lot of time getting your picture just right, you probably don't want Costco messing it up. Be sure to turn off that option on each order.