I'm also lucky enough to have the time and opportunity to shop round, and it makes a massive difference to the grocery bills. I once mentioned on GN that I shopped at the local market, and was immediately pounced upon as being a farmers' market/Waitrose kind of gal, and sneered at thereafter for the whole thread (that'll teach me to dare post a comment in News and Politics). In the real world, Waitrose wouldn't look at this area twice and our local markets are the sort that Kate1949 describes - big bag of most things for £1, and the quality matches anything at the nearby supermarkets.
If I feel like a bit of proper bargain hunting I get on a bus and go to Leeds Kirkgate Market, where you can get great fish and meat and the like of 20 peaches or 12 mangoes for £1 at the end of the day, conveniently next to the bus station for the hour long ride home (I take a good book). For other things, I make sure I use any vouchers the supermarkets send me, and they do send them frequently if you don't use their services for a few weeks.
I've no loyalty to a particular supermarket (though I do of course have all the loyalty cards
). Yesterday I walked the couple of miles into town to Sainsburys and got £9 off a £60 shop, which is well worth having. Though I then needed a lift home, so I'm very happy when I get sent Ocado vouchers I can use online, and then I pick the free delivery slots. I've no brand loyalty either, so buy what's on offer. I'm always delighted to find a real bargain.