The Costcos here in NJ which have liquor licenses have had a couple Macallan bottlings similar to the Sam's idea the last few years. Both times I saw it they were Murray McDavid bottlings and both were 16s bottled specifically for Costco (I only tried the first one, as I'm not a real fond of Macallans distilled in the last 20 years). Price was $52-54. Costco sells the Macallan 12 OB just above cost, off the best whole**** deal here in NJ most of the time, at $43.99. Interestingly, the MMcD bottlings don't fly off the shelves as most customers likely don't even know what the bottling is.
In the world of the independent bottler, there are some better than others, but given the choice, I almost always try them over OBs anytime. True there are flawed whiskies out their that get bottled by lesser bottlers, but there are tons of flawed whiskies in cask which simply get married with satisfactory casks and offered as regular OBs from the distillers themselves.
When I go back and look at my tasting notes and look for my most noteworthy whiskies, 7 out of 10 of them are single cask bottlings and 2 of 10 are super small marriages of 2-5 casks. As many distillers don't offer single cask bottlings, the only way to get single cask bottlings of their whisky is by trying an independent bottling. Thus, I'm of the opinion you're safer trying a bottling from a respected independent bottler - or at least improving your odds of getting something better than average.
Finally, if you really know and love something like the Macallan 12 OB, could pick it out blind... you may hate most single casks bottlings of Macallan because they will always show different from the Macallan you know and love since they exhibit incredible individuality from cask to cask. So much so, you may not even be able to identify in it what you love so much about the OB. This is not to say the single cask bottling is flawed, though it leaves a lot of tasters believing so, but a much purer expression of the distillers spirit than their OB.