A big part of finding the best-priced ingredients is knowing which markets to go to for which ingredients. In my experience, markets can be divided into three main categories and each type of market is best for certain kinds of food. Informally speaking, those markets are: supermarkets, hippie markets (I use "hippie" in jest), and Asian markets. My experience lies mostly with supermarkets and Asian markets so this entry will cover those. A colleague of mine, Luke Burger, will elaborate on hippie markets in a later entry (as soon as his girlfriend lets him use the computer again. jay kay.). I am not going to take into account those who are vegetarian or vegan. Chances are, if you are a foodie, you'll eat anything, regardless of whether or not if it had legs. I am also not going to take into account the delis that various markets may have because they vary so greatly across each.
1. Supermarkets
These are your Vons, Albertsons, and Ralphs. With the exception of most Albertsons, supermarkets cater to the average consumer. They've got pretty much everything you'll ever need. They've got "decent" meat/seafood selection as well as a good produce selection. Supermarkets are best for commonly eaten meat and produce. Reiterating, supermarkets cater to the average consumer. That means that if you are looking to prepare a slab of steak for dinner, some pasta, or a basic salad, supermarkets are usually the cheapest way to go. They are also good for snacks (chips, cookies, shit like that) and for most baking needs (types of sugar, chocolate morsels, flour). Where supermarkets tend to rape you, though, is when it comes to ethnic foods/seasonings (Asian cooking oils, rice, ginger, etc.), exotic/tropical produce (mangos, star anise, bok choy, napa cabbage, etc.), seafood (all fish), and herbs (basil, thyme, rosemary, etc.). Those things, although usually available, will probably cost you a small fortune. Another thing worth mentioning, the butchers and fishmongers usually only know how to grab whatever cut of meat/fish you tell them to, weight it, and wrap it. They only have a beef grinder (so no ground pork) and most fish will already be filleted.
Bottom line: for most of your typical non-Asian, non-Mexican cooking, supermarkets tend to blow Asian markets out of the water.
Never buy: Asian food/sauces/seasonings, rice, herbs, seafood.
2. Asian markets
The most well-known Asian market is, of course, 99 Ranch (or is it Ranch 99?). Mitsuwa, a Japanese market, is the other popular one. There are also several other well-known Korean and Vietnamese markets - Zion, Vinh Hung, Seafood City, and Lucky Seafood in San Diego. As you would expect, shop at these places when you are looking to prepare Asian foods. If you are looking to prepare Chinese food, 99 Ranch; Korean food, Zion; Vietnamese food, Vinh Hung. If you are looking to prepare Japanese food, however, you shouldn't
always go to Mitsuwa. They've got alot of specialty Japanese ingredients, sauces, and seasonings, but alot of the time, they will rape you up the anus when it comes to pricing. The produce at Asian markets is pretty extensive. They've got most American fruits and vegetables in addition to Asian ones. They've also got every single kind of rice imaginable but of course, as to be expected, they don't carry any herbs. Where Asian markets destroy American supermarkets, though, is when it comes to meat and seafood. Chances are, any part of the cow, pig, or chicken will be for sale there. Their butchers can also do whatever you want with whatever cut of meat. They've got meat slicers, meat saws, meat grinders, and practically everything else. Thinly sliced for hot-pot or shabu shabu? No problem. Want it ground for dumplings? Easily accomplished. As for seafood, all their fish are sold whole, in addition to being sold in fillets (bone-in, usually). Their shellfish are sold in the same way. This gives you the chance to handpick the freshest seafood. Something worth mentioning is that alot of their seafood is still alive. You can choose to take home a live crab or lobster or have them kill it for you. Their fishmongers are equally talented as their butchers and can do whatever you ask them to. Another thing worth mentioning is that most employees at these markets speak a couple of languages (English, included) and alot of them aren't even Asian at all, so if you yourself aren't Asian either, fret not.
Bottom line: for Asian seasonings, sauces, seafood and special cuts of meat, go to an Asian market.
Never buy: American brands, non-Asian beers/liquor