I do most of my shopping at Target, I guess that's the same as Wal Mart. The other grocery store around me is "Jewel" which has prices that are almost double like you said. They are about 5 minutes apart and the lines are the same at Target or at Jewel, so I go to Target. The Target by me is very clean so I actually prefer it over the grocery store. A few things I buy at Whole Foods because nobody else has them yet.
For frozen food stuff. Check out Amy's brand. All organic and not processed at all. About the best frozen dinners you can get and only a few cents more than that processed crap.
http://www.amys.com/