For those of you who know me well, it will come as no surprise that I am an Aldi shopper. It's cheap and it's near my house. And Aldi is one of the greenest stores I can think of--they don't throw away their boxes, they give them to customers to carry their food in. They encourage the reusing of their bags (or the bringing of your own) by charging you for them (they're quite high quality, too, so you would definitely not throw them out). They don't spend money on trendy displays or energy-hogging light fixtures.
Their food is very high quality, and they have a double guarantee--if you're not satisfied, they will refund your money, and replace your product. They have organic blue corn tortilla chips (the Fit and Active brand) that are low fat and delicious. Their higher-end pasta sauces have no weird ingredients or high fructose corn syrup. They have recently started carrying green tea in tea bags that have no metal--so you can just throw them on the compost pile without stabbing yourself trying to pry open the staples. They have whole grain breads. Their butter is cheap, and its ingredients are cream and salt. The cheese isn't bad either--they have a delightful Dill Havarti. It's really not that hard to find almost everything you need there, and they've recently increased their produce section to include a lot more fresh vegetables and fruits (mostly conventionally grown).
Other things to love:
Your car (or bike)is safe from wayward carts, because you "rent" a cart for a quarter, ensuring that people will return their carts to get their two bits back. It really is a model of a well-run store. They don't have nearly as many employees as most grocery stores, because they don't need them to wrangle carts, break down boxes, or straighten the displays. It takes a little getting used to, but the money you can save makes up for having to bag your own groceries--and let's face it. Sometimes it's better that way.