A couple years ago several friends came to me separately, excited about a new kind of grocery co-op called Bountiful Baskets. I finally decided to try it once -- and have not missed a delivery since then. Basically you pay a set price for a box or basket full of 6 kinds of fresh vegetables and 6 kinds of fresh fruit. You pay 4 or 5 days ahead of the delivery day, and you never know ahead of time what veggies and fruit they will be (I love being surprised). The types of produce vary with the season of the year, but two things are almost always true: you get fresher produce, and more produce for the money than you would get in a grocery store.
And there was a side benefit: my health improved noticeably with the increased intake of fresh fruit and vegetables. I now buy the maximum number of baskets (3) as often as I can (they only come to my town once every 2 weeks). Besides the "surprise" baskets which are their core "product", Bountiful Baskets also offers a small and changing list of other food items at good prices. For example, I got a great deal on some organic extra virgin coconut oil last time. They also usually sell whole-grain bread at great prices.
Bountiful Baskets is not available nationwide yet. But if they are in your area, I highly encourage you to try it out.
PracticalSaver.com. This site has a number of tips and tools for saving on household costs, but their flagship product, which I use, is their weekly newsletter. The newsletter surveys all of the major grocery stores in Arizona for the sales that are really noteworthy (not just over-inflated prices marked down to normal prices), and lists them in compact, easy to read charts. A lot of the "good" prices turn out to be on junk food that I wouldn't feed a pig--but there are still enough sales on items we do use to make the newsletter subscription ($25 a year) worth while. Try a two week subscription for free and see what you think.