Always go to the grocery store with a shopping list and a firm budget in mind. I like to write the amount I plan on spending at the top of my list. It's also helpful if you plan your meals for the upcoming week, so that you have a firm idea of what you are going to need to stock your pantry. This helps you to buy only what you need and skip unnecessary items. Never buy groceries with a credit card. You only end up spending more on things you really don't need.
When making your list, look for coupons and browse the sales flyers to get the best deals possible on the things you need. Make a note beside the items on your list that you have coupons for. This helps to make it easier during checkout.
Some of the larger discount stores honor competitor ads. I love this because I can get the best deals at one store without having to make several different stops. This also saves money which would otherwise be used in gas mileage.