Cabbage, whole carrots and onions are usually much cheaper than other veggies, so the tighter our budget, the more of those we eat.
Canned veggies are good too, and if they contain more sodium than you want, just soak them in cool water for 20-30 minutes, then drain and cook as you'd like.
I've never had problems with holes in frozen vegetable bags, so maybe you'd have better luck with a different grocery store.
We used to buy the Sunday paper for the weekly grocery ads, then we found out the ads were also in a local free paper available at a few banks and other businesses in town.
Usually, there's some kind of veggie on a super good sale. Locally, frozen cauliflower is usually $2 for a 16 oz bag, but goes on sale for $1 frequently.. Fresh cauliflower usually runs $2.50 per head (2-3 lb heads), but goes on sale regularly for $1 per head.
The fresh cauliflower on sale is the best price at 33-50 cents per pound).
Check out the shoestring meals forum and you'll find these and many other tips for saving money on veggies and other groceries.