First off - Welcome!
I have booked vacation junk through Costco before, all went well with me there, I loved it. I havent heard much on Small World so I cant help ya there.
For adjoining rooms, Disney wont guarantee anything as many others said before above me, so I would just go with a suite, its a bit more money but in the end will be well worth what you are looking for and see if any theme park views are available, nothing is more magical to a parent or child then to going to sleep with this view right outside your window! As
As for the Grand Californian - Lovely hotel and its always my first recommendation if you can afford it, it screams absolutely Disney, has a private entrance into DCA and an entrance directly into the middle of DTD and you will just LOVE it!
Have fun and let us all know what you end up doing!
