I've been a fan of Trader Joes for several years. Not only do they have some really interesting products, but their prices are very competitive, especially if you compare them to Whole Foods, the people who take your Whole Wallet.
My better half and I found some incredible wine at TJ's recently, $1.99 a bottle, who needs milk for cereal when wine is so cheap. Even though the store is much smaller to most grocery stores by comparison, they carry a great selection of products.