S.H.
Yes, Wal-Mart is certainly cheaper than Farm Fresh, but I get tired of it sometimes, and I'm from Arkansas (where Wal-Mart started)!
Try Bottom Dollar. They have other locations, but the one I use is on the corner of Newtown and Virginia Beach Blvd. Just keep your brain engaged...you can find everyday items (canned foods, bread, fruit, meat, etc.) much cheaper there, but other "non-necessities" are more expensive there unless you get their brand.
Another thing I did, is I registered my e-mail address on Harris Teeter's website. They are generally expensive, but come out with a weekly deals e-mail. Many times, I have purchased some things much cheaper using the sale paper.
I also found an Angel Foods distributer in Norfolk. Anyone can participate. Check out http://www.angelfoodministries.com/host.asp?id=7367
You get a lot of food for cheaply (and it is worth a lot more).
The other bulk stores I know of are BJ's and Costco. They are the same idea as Sams.