I buy weekly specials at grocery stores and staples at Wal-Mart. Olive oil, cereal, frozen foods etc. We save a bundle. The wal-mart brand for salad dressings, Crystal Light type drinks, Raisin Bran (Sam's raisin bran has far more raisins too) are half the price of the regular stores. Buy a bunch, stock the pantry, and save on gas too.
You know Wal-Mart will price match, right? Just bring in the ad from the local grocery store and Wal-Mart will match it. Might save you a trip.