Not sure about other grocery chains, but I know that Kroger sells a ton of gift cards and they give 4X fuel points when you purchase gift cards through them.
They have iTunes and other places that would be good for small amounts too in addition to the Penney's, movie theaters, restaurants, etc. etc.
My boss will use her Disney Visa to purchase gift cards at Kroger. So she gets the points for Disney on her Visa and then gets the fuel points to get cheaper gas at the Kroger gas stations. She was going to buy a new lawn mower, so purchased a $400 Home Depot gift card using her Disney Visa from Kroger. Got $1 off gas several times plus got tons of points to use towards her Disney trip.