I do pretty well with my coupons, and have snagged some fantastic deals (for example, this week with coupons I got canned Dole fruit for 33 cents a can!)...but to be honest, I do the majority of my shopping at Price Rite, my local discount grocery store.
Several years ago, I had no idea that discount grocers even existed...I also wasn't paying close attention to what things cost, but that's a whole different bag of beans :) Now, with a VERY ambitious budget goal, I watch every penny and every unit price....and found many great deals both with AND without coupons! When you're looking to cut food costs, here are my best bets:
Discount Grocery Stores
These are your Price Rite/Shop Rite, Price Chopper, Sav-a-Lot or Aldi -type grocery stores. They are the same as your regular supermarket, but usually with less frills (Price Rite charges for grocery bags), less "extras" (no video/book sections, or specialty services), and a limited selection of non-store brand items. The good news - the store brand items are packaged at the same factories most big brands come from, just with a different label! Because they don't pump a lot of money into advertising, they don't have to jack up the prices. Do a Google search for "discount grocery" to find local and chain stores....but be sure to ask them about their coupon policy - some stores accept them, some (like Price Rite) do not.
Dollar or 99 cent Stores
A great resource for canned and packaged goods, as well as spices. Some 99 cent stores even have produce sections, though none in my area do. I find these are good places for paper goods as well, when I need something in a pinch and can't wait for a great sale with coupon. Again, check with your local store as far as their coupon policy, most will not take coupons but may offer online newsletters with special deals.
Odd-Lots and Closeout Stores
I have found some great deals on spices, canned and dry goods, basic cooking supplies, and more "gourmet" items at the closeout stores! They tend to be very hit-or-miss, because their stock depends entirely on what their suppliers are getting rid of...but I try to stop in once a week or so just to keep up on what's available. I have gotten BIG bottles of fancy brand olive oil for even less than the discount brands, gourmet jams and jellies for $1 a jar, and large containers of spices and seasonings for 80 cents.
We all know the big Three - Costco, Sam's club and BJ's Wholesale. Some have found memberships to be worthwhile, others have not - for me, it's a good bet for specific items but I am VERY careful about what I buy there. Paper goods actually tend to be MORE expensive than what I pay on sale at the regular grocery stores. I have always managed to get my meat cheaper on sale at the regular store or the discount grocer. BUT I swear by the BJ's Brand diapers (not only cheaper than all the others but great quality), and certain produce and perishable items are almost always a better price at BJ's. I have been told that Costco and Sam's club do NOT accept manufacturer's coupons - but I know that BJ's doesn't just accept them, they also allow you to STACK them with their own coupons! All 3 stores put out coupon circulars that will give you extra savings, just be sure you're on the mailing list.
This is one of my recent finds - similar to Club stores, but these are locally owned wholesale grocers that generally supply restaurant and convenience stores but are often also open to the public. The downside: most items are packaged for mass -usage, so you are going to be dealing with 6 pound cans of peas, 10 pound boxes of pancake mix, etc...and the selection may be very limited. The upside: prices are generally a lot lower, and if you plan on doing Once a Month Cooking, can save a TON of money since you need to buy large quantities anyway. Coupons are generally not accepted, but the one in my area has an email newsletter that sometimes includes coupons. These require a little legwork to find - do a google search for "wholesale grocery" or "restaurant supply" and make a few phone calls!
Local stores and farmer's markets
Sometimes the best deals can be found right around the corner. The mom-and-pop grocery store might have limited selection but fantastic prices on certain items. Your local farm stand will have THE freshest produce, and can be cheaper because they don't have to pay shipping and packaging costs. Plus you have an added bonus of supporting merchants in your community! The local farm in my area opens their stand in mid-May, and gets just about all of my produce business until they close in the winter. You can also check into whether farms in your area offer a CSA (Community Supported Agriculture) program - a group of farms who get together and sell "shares" to the public which gives you fresh produce and goods for a determined number of weeks - you pay up front for the whole program and pick up your shares on a weekly basis.
I'd be remiss not to mention that great deals can be found at your regular chain grocery store, Wal-Mart and Target, where coupons are accepted (and usually stacked with store coupons) - most also have doubling/tripling policies but be sure to check with your local store to get the details. Signing up for their email lists may mean additional savings as well. Use resources like SlickDeals, CouponMom, and fellow bloggers like BeCentsAble who hosts the Grocery Gathering each week - folks post best deals and coupon matchups for their area, so you're sure to find something local!
As with anything, don't go in blind...do your homework, watch unit prices, and keep an eye on your price book to make sure that you're paying the best price you can get!