I've used both and wouldn't hesitate to use either again.
GG has a fixed number of items. If they have what you want then you are good to go. Their alcohol is limited. They mark up prices from what you would pay in the store. The good thing about them is (a) you know what your total is before you arrive, and (b) They can deliver to bell services.
WGS allows you to specify a list and they will pay current prices (and show you the bill). You need to pay when the groceries are delivered and have no idea of the final price. (it is possible to figure it out, but how many of us have been to the grocery store and mis-estimated how much our list would cost). You also need to be there when they deliver. The benefit is the much greater selection. What they charge for delivery (note that they remind you many times that a tip is not included...hence tip us) can possibly saved by the retail prices. WGS also requires a list with items/brands/sizes to shop from. This is a bit more difficult for Canadians as we don't have the same products in our stores.