As others have said, walking to dine offsite isn't really an option at WDW.
You can readily take a taxi from any reosrt or park, but that might not be any kind of money saver, if that's where you are coming from. There is one McD's on property, and several Hess gas stations with food items for sale, but they are not really walkable from most places.
Most Disney resorts have some kind of 'Quick service' dining option. Some of these food courts are better or bigger than others, but in another sense, they are a bit homogenous: chicken nuggets and fries are chicken nuggets and fries, and come from the same vendor all over property. Though one place may have a baked chicken dinner option, and another won't. The value resorts cater more to QS dining options, the deluxe resorts focus more on unique table service dining options, and have smaller food courts.
Dining at WDW is not especially inexpensive, but there are some money saving tricks one can use. The (regular) dining plan is one. The QS dining plan doesn't save much, but the regular plan will save money off rack prices, if it fits your dining style. Buffets can be a good deal, because you can easily get by on two meals that day. If paying oop, a late breakfast/late lunch is good.
SHARE! 'nuff said.
Every resort sells refillable mugs. You can only refill them at your resort's food court (not the parks), and if you really want to carry it around, you could use it another Disney food court (all the mugs are currentlythe same, so nobody will know it came from a different resort, and lots of folks do split stays.) They cost about $14, I think. Most resorts offer: coffee (no milk, just 'creamer'), hot chocolate, soda, diet lemonade, and hot tea as options. Pop Century ONLY - also offers: Minute Maid apple juice, frozen Coca-Cola slushies, and one other flavor slushie. Tap water with ice is also free from every dining location.
Many quick service meals at WDW are much better and generous in portion than your typical amusement park. Comparing food at WDW to food at say, Six Flags, is like night and day. You might not find the pizza as good as at your favorite place at home, but you will find decent sushi (Japan pavillion in Epcot), Moroccan food (Epcot), Mexican food (Epcot and Coronado Springs), and so forth. MK has some of least interesting options, but the two places that sell mostly burger type food at least have a fixin's bar with fresh tomato, onion, lettuce, and sauteed mushrooms. Youcan also replace the fries with apple slices and have yogurt for dessert. (or choclate cake) DIsney knows youa re a captive audience, so they try to accomodate different needs. If you have food allergies or something call and ask, they can help with almost any need.
Many of the table service places at WDW are also quite unique. You may get a view of the fireworks, characters coming to your table, a rotating restaurant that overlooks one of the rides (The Land, the Living Seas), a buffet, and a Mexican place inside the Mexico ride that looks like an outdoor cafe at night time (even inthe afternoon), or a live show. Epcot has some of the best dining options in both categories. If you want any TS dining though, I suggest making reservations well in advance of your trip!
Keep reading the DIS. WE have lots of ideas for saving money on WDW dining. You can also have a grocery service deliver groceries to your resort, but the fridge in most rooms is tiny and not very cold. Also these services cost money, the price of the groceries is not expecially great, and getting to your food is a pain. Mostly, you kind of have to suck it up and pay WDw prices for food.
You can get by with something like donuts for breakfast in your room or using a small hot pot (or the coffee maker in moderate and deluxe rooms) to make instant oatmeal in your room. Youcan bring food from home, as long as your baggage won't cost you extra, and you are checking your bags. Otherwise, there are small convenience food sections in most resort gift shops for a few snacks, but they aren't that huge of a discount, and as I said, you'll have limited access to refridgeration. Some folks bring coolers, but I find that to be a real hassle.