We've got Tom Thumb around here (north Texas), which is a more upscale version of Albertson's or Kroger but not a yuppie health food store like Whole Foods. Central Market is like Whole Foods, and there's a farmer's market near me called Sprouts which is pretty awesome. No Trader Joe's, though, which makes me very sad.
Can't really say which is best, though, because we go to
Sam's Club for: Diet Coke, beer, olive and vegetable oil, canned or boxed foods, toilet paper and paper towels, etc.
Sprouts for: fruits and veg, meat, bread, sometimes cheese
Albertson's for: everything else
In North Carolina we went to Food Lion. I wasn't very impressed with the selection, though I wish I had picked up one of their tote bags. I've got a collection going. Can't remember the name of the place I went in California, but it had a booze section. That was amazing.