I'm a big fan of price comparisons and price "books". If you've never heard of a price book, the idea is you keep a notebook in which you list the grocery (and other) items you frequently buy, and keep a record of the lowest price you can find it for, and in which store. This requires a few days of investment time, running around comparison shopping, and I found it worked better for me in the States than here, since prices seemed to be more stable there. I have not yet figured out if there are cyclical sales here like there are there - like knowing which month you can get the best prices on frozen foods, or baking supplies, etc.
So, I plan to get back to keeping a price book - after we are settled into our new home. I know that I like to pick a store that has the best sales for me in a particular week and shop there. So, that means I usually hit enough stores over the course of 2 months that I can buy grocery staples at the "best" price. For instance, I found that the yogurt I've been buying (and I plan to stop, and begin making our own) is priced lower at kimat chinam than any other store in town. So, I buy it there, and only there (unless someone advertises a sale at a lower price, but I've never seen that).
Today, I needed to pick up milk, so I stopped at Mega and got milk, and a watermelon for only 1 NIS/kilo. I chose mega since they've been advertising that they are selling price-regulated items for 10% lower than the regulated price. I'm pretty sure that a couple of other stores are also matching that price, but since I was right near Mega anyway, I saved the gas...
Let me know how you shop for deals, and maximize your grocery budget! The more information we share, the more we can all save!