This is actually a repost of something I wrote last year, but I figured it fit appropriately on a Monday (CRM). This has changed a little since we live in a community and I don’t actually do much of the shopping, but I think it’s still pertinent to most people. I’ll probably elaborate on CSA’s and other things more at some point soon. From February of 2006:

When it comes to most of my purchasing, price is a major factor. In the same way that I wouldn’t go pick the most expensive designer jeans and assume they are the best, ethically and quality, I don’t go for the most expensive groceries and consider it ethical. Currently, we (my wife and I) do our main shopping at ALDI. I’ve tried as much as possible to find out more about the ethics of ALDI’s and compare it to other grocer’s but never with much luck. I did recently find out that ALDI’s is owned by the same company that owns Trader Joe’s from whom there is a little more information. I also occasionally shop at Kroger. Kroger as a company has done some fairly unethical stuff in the past, as far as worker right’s in their stores, and for about 6 months we joined in a boycott of their stores. From what I know the strike and boycott was a victory and some good agreements where made. ALDI’s is Extremely reasonably priced, but the savings are mostly in how they run the store, not in short changing their workers and producers (From what I can tell).
If you shop at a place like Kroger or other major retail chain you’ll also encounter having to choose what brand products to buy. It’ll take you a little while to read through, but I’d highly recommend reading the notes at ResponsibleShopper.org about FOOD brands. The goal is not for you to read all the bad stuff and lament ever eating again, but rather for you to become more aware and educated about some of the situations stores have been in. Like I suggested in a Fair Trade article I wrote, I would suggest picking one product (coffee, chocolate, tea) and choosing to buy it ONLY Fair Trade.
In addition, I personally know I want to shop at the local Farmer’s Market more. Nashville has a year-round Farmer’s market that carries plenty of produce, and I would recommend anyone I know to shop there first. Also, if you could become part of a CSA (Community Shared Agriculture) I would encourage you doing that. We were part of a local CSA in the fall and plan to continue come spring time. Basically each week we would get a bin of food. Always a dozen eggs and a whole chicken, and then an assortment of fruits and vegetables. We had to learn how to cook new items and discovered many different peppers and squashes. I would HIGHLY recommend you get involved in a CSA if you can find one.
Last but not least, for you radical few out there, I would recommend you find a local Food Not Bombs group, hang out, and learn a little bit about the art of dumpster diving.