We get groceries at the one on Vineland Rd. - very easy to get to, just ask one of the cm's at your check in or get directions at the car rental place. If you know how to get to The Crossroads from DTD or OKW, you turn right and it's about 4-5 min. on your right - can't miss it. They have a great Disney section as well for cheap souvies.
We always rent a car, because my Dsis and I took a cab and it cost $40 roundtrip, so for the same price including gas, we rented from the Alamo at the Disney Car Care centre and had the car for 24 hours at our disposal and could stop where we wanted for as long as we wanted. The Alamo van will pick you up at your resort, take you to your car, and then return you to your hotel or wherever you want when you return the car. Check mousesavers.com for rental car codes.
Happy shopping!