This is completely counter-intuitive, but I'm saving a ton of money by having our groceries delivered by Peapod instead of going to the store. The prices are similar, most sales are the same, and I can still use coupons. But by virtue of me staying out of the store -- zero impulse buying! -- I'm forced to stick to the list. My grocery bill has dropped about 25%.
A nice little benefit is that I can spend the hour I used to spend in the grocery store RUNNING!