Due to our food ethics, we often don't have to shop for sales because there aren't any on the foods we buy. We buy our meat from a local farmer, once a week at the local organic market, though we're planning to buy a half-a-side of beef when they're available in the fall. I buy most of our animal products through a local co-op, so I pay whatever the price is for cheese, butter, sour cream, cream cheese, or other dairy. Sometimes they do have sales, and in those cases I buy extra and freeze (such as hard cheeses--not spreadable cream cheese because it gets crumbly and sour when frozen).
For produce, we shop the big chain store weekly. We've tried using a CSA in the past, but my kids just can't appreciate heirloom vegetables at the moment and we were wasting too much. Now I just buy what we need at the chain store if I cannot find it at the same market I mentioned last paragraph.
I occasionally will go to another store nearby that sells a lot of organic meat including chicken, beef and pork if I have been unable to find what I needed at a local place, or if time if of the essence.
I also frequent the Big Club Co store to buy basics like diced tomatoes, bread, cereal (organic multigrain flakes almost always).
So I guess that's 4-5 places, but not every week.