I generally shop at the local Stop & Shop grocery store. I'll look at ads, and if something is a HUGE bargain in another store which is reasonably close by (within a 15-20 minute driving distance) I'll go to that store just to pick up the well-priced items. We have a store in our area that sometimes does "buy 1,get 2 free", so that's the worth the trip for certain things.
I go to BJs Wholesale Club on occasion, but since we moved a few years ago, it's not as convenient as it was when I was first married. Then it was about 5 minutes from our apartment. Now it's a 15 minute ride.
I go to Expect Discounts on occasion. They have some good prices on toiletry items, food etc.
In general though, I would say that 90% of my grocery shopping is at Stop & Shop.