I like Trader Joe's, but agree that it is not a one-stop-shop. Most of the stuff is not vegan so that limits me, but they do have great prices on Tofutti Cuties and frozen veggies. Also jarred olives and peppers are good.
However, the primary reason we make teh 15 minute drive into yuppie-ville (where our only TJ is located) is for the GREAT deals on cleaning products. Our TJ's carries Dessert Essence, Kiss My Face, EcoSaver, Seventh Generation, and a slew of other products that I love for CHEAP.