Hi,
Welcome to the forum and great question. People on here (myself included) LOVE talking winter tires, for some reason.
First of all, Costco is a popular place to buy tires in these parts. LOTS of us have had great experiences with Costco tires and wheels, their service, warranty and price. Myself included.
Anyway, I personally would go Option #2 and buy a set of rims from Costco to go along with your tires. I did go with plain steel wheels, and seeing as I swap them myself I don't mind them being lug-centric as I can take the time to carefully center them. However, if hub-centric is a requirement for you, then Costco sells adaptors (wheel kits) the specifically fit your car to make generic lug-centric wheels fit hubcentrically.
Aside from selling plain steel wheels, Costco also sells aluminum wheels in different styles that look a helluva lot nicer. This is also an option for you if you so desire.
Now, as to the tire. Based on the fact that you drive 20k kms per winter, I'm going to go ahead and say that maybe the Blizzak WS80 is not the right tire for you. Don't get me wrong, it's a great tire and probably has some of the best snow, ice and cold weather traction available. I have a set myself. BUT, they are also quite fast-wearing for a winter tyre. You would likely only get two winters MAXIMUM out of them before you have to replace them. If you drive hard, you may find yourself replacing them half-way through your second winter.
I'm going to go ahead and recommend the Michelin X-Ice Xi3. They seem to be one of the longest wearing winter tires on the market. Many of the forum members here extoll the fact that they are on their 5th or 6th winter on their X-Ice's, and that they're still going strong. Actual tread performance won't be much worse than the Blizzak (possibly not quite as good in deep snow) especially in the majority of slushy or icy wintry road conditions you'll find yourself in. They ARE about $30 per tire more expensive than the Blizzak, but considering you would go through 2 sets of Blizzaks throughout the life of one set of X-Ice tires, they'll be cheaper in the long run.
One Caveat here: If you only plan on keeping your Corolla for a couple of years, then by all means go for the Blizzak.