For some reason, the allearsnet site doesn't include what I find to be the most convenient grocery store, once you're at WDW.
This is a Publix on 192, very close to the Gaylord Palms, and just a short drive from Pop, CBR, the All-Stars, AK Lodge, and CSR. The Epcot resorts are also not far.
Take Osceola Parkway east. You'll pass out of WDW, and pass the Gaylord Palms on your right. Turn right immediately after the GP, onto International Drive.
After maybe a quarter mile, the road passes under the 417 / Greeneway. Turn left immediately at this point, and you're in the parking lot. (The left turn lane is actually under the 417, so when I said turn left immediately, I wasn't kidding.)
If you're on your way *to* WDW from the airport, I always find the Albertson's on Orange Blossom Trail convenient, right off the 417. But be sure you have 50 cents with you - the toll gate is unmanned, and takes coins only. If I remember correctly, the market is almost right in front of you once you exit the road and pass through the toll gate.