Tinker, I go to Sam's Club. They have house-branded stuff like paper towels and toilet paper that are good quality and much cheaper than name brands at grocery stores. Buying large quantities of stuff that you are always going to need can save a bit of money.
They also sell clothing dirt cheap. Jeans that compete with Levi's/Arizona/etc for about 1/4th to 1/3rd the price. If you wanted to buy a tv or something the prices are better, too.
I agree that the checking of receipt at the end is annoying, and it almost seems like a joke, because there is no way they checked every item on the receipt with what's in the cart, but I put up with it.