I shop at two different co-ops. I'm a member of both--they welcome everybody but you get a discount if you're a member. At one of the ones I shop at, the membership card is $10/year and you get a 15% discount on anything in their store, plus 10% off anything in the other local health food store except fresh produce. At the other, the membership is $10/year and you get 15-25% off anything in the store. (One of the ones I'm a member of also gives a discount to members of any other co-op, but I prefer to support both.) The great thing about all of them is that they have a lot of stuff in bulk and you just scoop out what you need, so that's typically cheaper than a grocery store because you don't pay for all the excess packaging. I like co-ops because they tend to have lots of things that are vegetarian/vegan, as well as organic stuff, herbal and homeopathic medicines.
We don't have a Whole Foods here so I don't really have a comparison to their prices. But you could go compare prices and also see how much you might buy there if you got a membership. At both of the ones I shop at, the membership expires in December but they gave me a discount on the price of the card since I didn't buy it in January.
The ones I shop at don't ask members to help run the store, they are just locally owned and the membership costs help to keep the store running. I think some may be volunteer-run though.
Here are the links to the two I shop at to give you some idea of what they're like. The first one is more like a typical co-op, the second is a locally owned natural food store/cafe.
http://www.eatsnaturalfoods.com/ www.harvestmoonfoodstore.com/