We just got back from the WDW and rented one of the cabins. It was great. We were able to shop, purchase and have our groceries deliveried right to our room through Goodings.com. They charge a $20 surcharge for the delivery but that is much better than the time it would take going there to shop and paying for a cab.
I believe a lot of people use gardengrocer.com. If Goodings is doing it and adding 20 bucks to their already outrageous prices, then buying groceries from them would be REALLY expensive. Most of us who camp and go shopping locally avoid Goodings like the plague.
I just checked gardengrocer's web site, and not only do they deliver to WDW, but their delivery charge is 12 bucks and free if your order is over 200 bucks.