Well, we're in Uptown and honestly, I go to 4 different stores every week for the best price on what I need. Usually (but not always) it breaks down like this:
Aldi's: canned tomatoes, canned beans, eggs (recently $0.79/dozen), avocados, mangos, canned olives
Trader Joe's [usually has the best prices on organic stuff]: whatever canned beans I couldn't get at Aldi, pasta, pasta sauce, soy/rice milk, hummus, bags of in-season organic fruits and veg, nitrite-free hot dogs, chicken sausages, cheese
Jewel: sometimes they have sales that get me better prices on organic produce, nitrite-free deli turkey, soy/rice milk
Whole Foods: on-sale/in-season produce, chicken/pork/beef in bulk [it's usually 1 or 2 dollars less expensive per lb than if you get it at the meat counter; I divide it into 1-lb packs at home and freeze what we're not using immediately], any of their 365-organic stuff, their by-the-lb olive bar (a splurge)
Aldi, Jewel and Whole Foods all have websites where I check the specials for that week, although Jewel doesn't always advertise everything. For instance, recently Veggie Booty was 2/$4 which is a great price but I only found that out at the store so we stocked up.
Totally OT, it's interesting to keep track this way because you see the fluctuations in price pertaining to your particular shopping habits. We watched TJs nudge their prices up in 20 and 30 cent increments every month or so over the past 2 years, then when the economy really took a dive, the prices on basics started to drop again. And Jewel is advertising all over the place how they dropped prices up to 30%, but what they don't advertise is that they upped the prices on quite a few things in the weeks leading up to their "price drop". And I have the receipts to prove it.