Here's a tip I heard first from financial guru Andrew Tobias: when something is on sale, buy as much of it as you will use before it goes bad. That is, if you need pickles and the kind you like is at a great price, buy five jars. The cashier might look at you funny, but who cares. The last time I shopped at our normal grocery store, I saved $60 on a $170 bill.
Side story: once in San Francisco for work, Anne and I had breakfast where they had the most amazing orange juice. Ever since, I've been trying to find a very good OJ that doesn't cost a lot. This is the best I've found: