Our first trip we stopped "somewhere" The problem being that in a grocery store we ended up buying WAY too much food. It wasn't nearly as cost effective as we thought it would be (OK, we hit downright wasteful). Plus, I hate it when my local grocery store reorganizes - shopping in a strange one drove me nuts. Then, when we left, we didnt' have room to pack it home. So now we pack dry goods that we buy local (cereal, salt and pepper, coffee, sugar, peanut butter, granola bars, etc.), and buy about $20 worth of milk, eggs, half and half and bread at the Screen Door at the Boardwalk. Its more expensive than the grocery store, and the selection isn't much - but we save in not being tempted to buy frozen pizzas we never get around to using.
Whatever you use, make sure you have a reasonable list to shop from. Its really easy to say "we won't want to come back - lets make sure to get enough Coke for a whole week" and then not be in your room enough to drink more than three cans of the 24 pack you bought.