Stayed at VWL (next to WL) in May 2003. They did have milk (and a decent varity of other light groceries) at the back of the gift shop in the main lobby. I think 1/2 gallon was around $3, but I'm not sure. Still cheaper than buying those little mini-milks at the food court every morning for the kids!
They had lots of other stuff, orange juice, loaves of bread, bp&j, lunch meat, ketchup and other toppings, hot dogs (and buns) even alcohol...you get the idea. If all you need are a few things, it's easier to pay the higher prices at the gift shop than make a grocery stop on the way. But if you really want to stock up and plan on eating a lot in the room, then head for the gorcery store before going to the hotel.