Last year, I took the same grocery list and shopped at 4 local grocery stores using no coupons. The price difference was incredible. Over $40 difference for the same items! Of course, the most expensive place was where I had been shopping - Kroger. I have a rewards card and use their gas privileges so I felt like that was my best deal --- but the price difference was so huge --- it really wasn't. Trader Joe's was the cheapest, even cheaper than Wal-Mart, and although they don't always have the name brand you might want, I find their products to be great quality.
If you are interested in repeating this experiment, let me know and I will post your findings. What did you shop for? Where was cheapest? Are you going to switch stores because of this?