I go there every week and am very lucky as it is on my way home!
I can get so many things much cheaper at TJs and the quality of merchadise does seem fresher
My usual list is: fresh veggies and fruit - cheaper than grocery store, unless something is on super duper sale at my local market.
egg whites - cheaper than grocery store
cottage cheese - ditto
Wild salmon, ahi tuna and tilapia - cheaper as well
nuts - almonds, walnuts, pignolis - cheaper
spices - cheapers
La tortillas - lots cheaper than grocery store. whole wheat pita bread
Steel cut oats and multigrain hot cereal
roasted red pepper and eggplant spread - the bomb on chicken wraps with veggies
Boxes of chicken and vegetable stock - life saver for low fat sauteing
cooking sprays - canola and olive oil - cheaper than PAM
and I could go on and on. They recently discontinued, at least here my favorite tofu cheese.. Bummer! Gosh that stuff was good. If you see Tofu rella, give it a try. Lower fat, but more importantly lower saturated fat.