Seriously I am pissed off. Should I make a complaint about a Costco cashier's rude behavior?
Why was he rude to you? I'm surprise especially it's Costco.
I saw him doing something illegal.
You should report someone who was doing something illegal. You should talk to the manager and make him aware of what you saw and his behavior.
Nah, I'm going to take this to Yelp and make a big deal about it.
You can do that plus complain directly to Costco. I don't see why you wouldn't because they take criticism very well and it sounds like the cashier messed up and needs to apologize. You are just too nice to deal with confrontation, but I think Costco would appreciate it if you caught the cashier doing something bad.