Ethnic grocery stores in large cities.
I went downtown to Seattle today for an appointment and stopped by some of my favorite grocery stores in Chinatown on the way home. Note that ethnic grocery stores in tiny towns don't usually get the traffic and/or competition to have fresh food at low prices, however when you head to an ethnic section of a large city--Chinatown, Little India, etc--the huge amount of competition, the huge number of people who regularly shop at the stores, and the low rent areas that these places usually inhabit mean low prices, super fresh fruits, vegies, meat, and fish, and a lot of healthier food options because many cultures cook from scratch so you will see very few "processed" food products.
My bag was full today as I got back on the bus to head home. I had fresh shrimp ($2.99 lb), apples (49 cents/lb), beautiful strawberries ($1.19/lb), a huge bag of bean sprouts (49 cents!), cucumbers (39 cents each), bay leaves (89 cents for a good sized bag), fresh green beans (99 cents/lb), dried noodles for soup (89 cents)...you get the idea.
There are plenty of places to shop for food in downtown Seattle. Pikes Place Market is famous for having a wide selection of fresh fruits and vegetables, fish (that get thrown for the benefit of the tourists), and artisan cheese and breads (yum), but the exact same fruit and vegetables (without the touristy shops, beautiful displays, and glitzy signs) can be had for a fraction of the cost just by heading to a less trendy part of town where average people shops every day.
In these stores you will see some unusual things--people standing literally shoulder to shoulder at the meat counter (no lines here!), most people speaking a language that isn't English, perishables and other food products stacked in boxes like it just came off the truck (which it probably did, so there won't be any fancy displays and most signs will be in a language other than English however you will still be able to decipher the prices, fish being killed and gutted in front of you, and the pervasive smell of fish/durian/etc which can be a shock to people who have never ventured outside of the local Safeway, Stop N Shop, or Piggly Wiggly.
A few more things I noticed that is particularly common in immigrant communities: people shop for food every day (it is often their social outlet as well) which means they cook fresh food from scratch every day, they walk from shop to shop (which means they get exercise), they are frugal (many are first generation immigrants), and they are picky (they don't just take a bag of whatever is offered but rather inspect each item they pick up to ensure they are getting the best possible apply or zucchini).
The next time you are in a large city, head to the ethnic part of town and check out this wonderful way to shop cheap and healthy.