About a year ago, a small food shop opened in a village a couple of miles away. This was quite an exciting development, as until then we had been dependent on a not very interesting or convenient selection of food shops. The village shop sells fairly local fruit and vegetables, meat, and cheese, as well as a small selection of everyday grocery items.
We try to support this shop by visiting fairly regularly, buying fruit and vegetables, occasionally meat, bread and special cheeses where needed, essentially those things where it feels worthwhile to buy really good quality local food. As a special weekend treat, we also sometimes buy almond croissants; these are huge and the best I have ever had. For a recent family picnic, we bought a meat pie, good cheese, and a large crusty loaf.
Another advantage I find to the village shop is that it is quite refreshing to have fairly limited choices about to buy, as the shop is extremely small; this makes shopping trips very quick and straightforward.
Out of hours, we go to a local co-op to stock up on other things, and we occasionally - maybe every month or two - go to a discount supermarket to stock up on non-perishable items, like tinned tomatoes, kitchen towels and cleaning supplies, which it seems worthwhile buying cheaply and in bulk.