My husband and I lovingly refer to Phoenix Ranch Market as Food City on Crack! This place is amazing, but be prepared for a bit of culture shock as this is a truly authentic Mexican grocery store. I have only walked the perimeter of the store, which is the bakery, fish market and carneceria.
The bakery is phenomenal, I would especially recommend the dulce de leche cake. Next stop fish market, with an excellent seafood spread. You can order food-to-go straight from the market, I recommend the shrimp ceviche. Next stop the meat market - Wow! Some interesting food you would not find at your local Albertson's. Carne Asada (marinated) is an excellent and cheap choice to take home and have a mexican bbq in your very own backyard.
The restaurant next door is also very good - great seafood enchiladas. There are also soom little shops with items you would expect to find at a border town shop.