Every week my mailbox is full of fliers from the various grocery stores and drugstores in my area, each proclaiming multiple items on huge sale (these are loss leaders, intended to lure you into the store where, hopefully, you will then buy a lot of non-sale items).
You could spend a lot of time driving around to each different store or you can ask one store to price match. If your store does price match, you can simply show them the mailer or ad and they'll give you the same product for the sale price.
All your shopping, with the best sales, in one store. Hard to argue with that.
Wal-Mart is particularly well known for price matching. I must admit that I cannot deal with shopping at Wal-Mart (invariably, I end up wishing to tear out my hair when there is only a single cashier for an entire Super Wal-Mart or I cannot find the products I want or the parking is horrendous), but it almost certainly would be the very cheapest way for me to do my grocery shopping as they would price match the sales from all three of the other local grocery stores in my area.
Other big chains that price match include Target, Staples, Best Buy, Toys R Us, Circuit City, Lowe's, Sears, and Office Max. It's particularly handy if specials are going on at stores that are not particularly close to you - you can save yourself money AND gas.
And this isn't just for groceries or school supplies. When we bought our mattress a few weeks ago, the store price matched a mattress from a competitor, which brought the price down $150. Not to mention free delivery.
Oh, I love price matching.