Prescott, AZ also has propane.
The only problem with getting diesel in a MH at Costco is usually their fueling areas are a little cramped and getting a 40' DP in with all of the fuel traffic is just about impossible unless you go at some really odd hours. I'll usually swing by the Prescott Costco for Diesel first. If it's too crowded as usual, I go on down the road to Sam's Club that has a better layout and isn't nearly as crowded. Almost all of the Sam's have diesel though I've seen a few that don't.
I find it's a better deal to get my diesel at Fred's. Buy $2 - $300 worth of groceries a month and get 20 - 30 cents off per gallon on the first 35 gallons. After that you get 3 cents off per gallon which puts them in close competition to Costco.
Bill