I moved your thread because we have a forum dedicated to your question
Read through some of the threads, I think they'll help.
Where to shop - Search your area, ethnic markets are great places for a number of things on the cheap. Farmer's markets can be a bargain depending on your area.
What to buy - Buy in bulk if you can. Bulk grains, beans and spices are generally much cheaper in bulk. Dried beans are also much cheaper than canned beans. Also, shopping the sales helps and being flexible. If I want to buy broccoli one week but find zucchini is on sale, you bet I'm going to buy the zucchini. Eating 'in season' also tends to be cheaper.