I shop at the store(s) where I work. It's pretty fucking convenient to buy whatever I want or need on an almost daily basis, especially since grocery shopping is a task that I would absolutely hate to have.
Also, I shop at a small independent grocery store and it's a 5 minute walk up the street. Prices are surprisingly comparable but that doesn't matter to me. I'll happily spend a little more to shop there. Their produce looks good, they have a fully functional meat department that cuts and grinds their own meat and the deli salads are made in-store. The bakery has some nice offerings. I don't eat sweets much but I find myself picking something up for dessert more often than not. OH, and their broasted chicken is really good and big and meaty.
* as a matter of fact, I'm gonna head up there right now for some chicken thighs and a deli salad