Each of the resorts has an onsite store, usually in the gift shops, where you can buy basics such as milk, bread, pb, jelly, eggs, frozen pizza , beer, wine etc. The prices are higher than off site groceries, but the convenience is worth it.
If you don't have a car while at WDW, you might use one of the limo services that will allow a grocery stop on the way to WDW from the airport with no additional charge. You'll get much more to choose from at lower prices.
I considered stopping before hand, but we are arriving so early I would hate to have milk sitting out for a few hours before we could actually check in to our room.
Has anyone used one of the shopping services? If so, was it worth it?
Even if you arrive early, the hotels have grocery storage available to you with a refrigerated section for items that need it. I have used the shopping service offered by the towncar services, and it is very handy. Even though I now rent a car, I still shop at Albertson's off Orange Blossom Trail, which you can request with your towncar service. Albertson's will let you fax or call your order in the day before and they will have it ready for you when you arrive. Very handy.