Woodman's, Oh Woodman's.
Okay, so... when I first moved to Madison I resented Woodman's... and I loved it at the same time. I love that I can get pretty much everything I need in that huge place. I think when I first moved here I spent about three hours in there (yes, I moved from the mountain sticks). Late at night I had a weird experience with the customer service that turned me off. But, they have gotten better and this place has really grown on me. Not a super clean store, but really good prices on most things- for many things- the best prices in town. It is a place that makes you feel like it welcomes everyone- and I mean everyone- from all walks of life. I also appreciate how I can run in there after doing pretty much anything, at any time, and not feel like I have to look a certain way or risk a dirty look.
Best to go at off times, it can get pretty busy!
I like that there are organic/ natural foods AND everything "regular," if that is what you prefer.