I have two strategies. One is to make everything I can. I got a breadmaker from Goodwill for $10 or $15, and although I don't eat a lot of bread, I have converted my husband to a 100% whole wheat walnut bread. You can buy grains in bulk and make all kinds of whole grain breads for way cheaper (although the initial investment - esp. the yeast - makes it seem expensive)... We make our own yogurt, and even using organic milk, it comes out to less than $7.00 for 16 servings of 1 cup each, or about 43 cents/serving (using 1 gallon organic milk + ~ 1/2 cup Trader Joe's Greek Yogurt as the "starter" culture). It's ridiculously easy and it ends up really thick... I make hummus, refried beans, baked tofu, sundried tomatoes (buy them in the early fall when the Romas are cheap), vegetable stock (from leftover veggie bits) for soups, granola bars, pudding, sauerkraut (stinky but fun), infused oils, mayonnaise.... But I love doing this kind of stuff - and I'm cheap.
The second is to shop around. Costco/Sam's is good for a few things, including bags of nuts, bulk Laughing Cow light (and other) cheese, olive oil, refried beans etc. Then there are the off-brand stores/grocery outlets, if you have one around. You never know what you will find there, but I have found lots of organic produce, cheese, olives, 100% whole wheat bread... for like half the price of everywhere else. I've only seen an Aldi's once but if I lived near one, I'd probably buy a lot of stuff there. And of course Trader Joe's, if you have one around, can be good for many things. That's where we find the organic milk & peanut butter the cheapest.
For any of the more processed stuff I use - salsa, nsa ketchup, sugar-free syrups, etc - I check the weekly flyers and buy it on sale.
Then I step in Whole Foods and blow all the money I saved, haha. But seriously, even there, buying from the bulk bins - brown rice, quinoa, etc - can be cheaper than packaged.
I found a lot of ideas in this forum