OK, FIRST ... you gotta use the club card, and a store that has one, and buy stuff on sale. I've found Safeway is the best deal in walking distance. Also use coupons.
#2 Use a credit card that gets reward miles for staple purchases like food and gas, pay it off every month. Helps you keep track of your spending too.
#3 Some places (like Safeway and Albertsons) offer gas rewards or discounts.
#4 Airline Miles .... that's right Safeway (at least here) allows you to get airline miles!
So, not only am I using the club card and coupons to buy items on sale even cheaper, but every dollar I do spend gets me gas rewards, rewards miles AND airline miles.