The closest would be Gooding's in the Crossroads center at the end of Hotel Blvd, but it is very expensive. I would drive the extra few miles to a Publix or Winn Dixie.
Go out Hotel Plaza Blvd & make a left. WD will be about 2 (3?) lights down on the right hand side. FWIW, there is also an ABC store in the parking lot.