I'm a big fan of Albertson's on the Orange Blossom Trail, right off the highway on the way from the airport to WDW. It's not the cheapest in the area (in fact, our bagger said Alberston's was the most expensive around -- he'd obviously not been to Goodings!). However, it was lower than what we typically pay at home, and frankly, the couple of bucks we might have saved was not worth the extra time it would take to go beyond WDW to the Wal-mart in Kissimmee (which we tried once, and it was a crowded, traffic-filled nightmare!).
If you're interested, just take the exit onto the Orange Blossom Trail off the expressway from the airport. You'll see a Home Depot from the highway just before the exit. It costs $.50 to exit (and if it's late at night you may need exact change). It's a straight shot across the road to the parking lot entrance.
There's also a liquor store right next to the Alberston's.