I don't know which is cheaper. I've done it both ways and prefer to run over to the grocery store. That way, I get exactly what I want (Hostess brand mini-muffin or whatever.) I'm thinking that if you're going to have to pay a cab, it would probably be cheaper to just buy your stuff in the hotel...but I dunno.
I also find that when I buy crap at the hotels, I don't do it all at once. I'll stop and get a couple pops one day...then I have to go again the next day and the day after, etc. When I stop at the grocery store, I make ONE stop and that's it.
I know there are other grocery stores around that are cheaper than Gooding's...I just don't want to bother finding them or driving to them. Sooo lazy.
Good luck whatever you do!