We took a trip to TJ's last week and ended up throwing out almost all of the food. The quality was terrible even for the price.
The local co-op here has good prices on some things, just have to become familiar with the store to catch them. Joining a CSA or cow-share will save you more money. I'm ok going to the high-end grocery here to get some things, since they pay attention to quality. Asian groceries can have some good stuff too.
Really it comes down to what you cook and knowing the stores well.