The Bodega is this super cute convenience store /sandwich shop/ deli / beer and wine store, tucked a bit back from N. Davidson in a residential area. I actually like the quirky location -- not only is it slightly less of a walk for me, its really casual and homey and the employees are really friendly.
They have daily specials for their sandwiches, which are usually really interesting combinations of fresh meats and gourmet touches. You can also build your own sandwich, of course, and they're really open to suggestions for things to add to the menu. Their selection of chips and snacks is also killer, and don't forget to ask for a pickle with your food! So juicy.