Eating better cheaply is a challenge. It helps a lot, if you've got time and transportation.
I found the book, The Complete Tightwad Gazette by Amy Dacyczyn, a great resource. There are actually three volumes of the Tightwad gazette. I borrowed all of them from the library and liked them so much that I bought the Complete Tightwad Gazette (which is all three volumes combined into one book) from either amazon.com used or at a garage sale, don't remember which.
There are similar books and websites too (Googe words like saving, thrift, budgeting, eating healthy cheaply, frugal living, frugal eating......)
Hubby and I are on disability, and a fairly tight budget (we've lived on much more and we've also lived on much less).
We start our shopping in a store much like Big Lots. We never know what we're going to find there, sometimes a lot of healthy foods, sometimes very little. But because the savings can be very large, we start there.
Then we go to an asian grocery store, because some foods we like are cheaper there (or fresher - so they last longer). I buy bean sprouts, cilantro, cabbages like nappa and bok toy, and green onions there because they're usually cheaper and fresher than in the grocery store. I also buy rice wine vinegar there because it's cheaper and better quality in larger bottles - rice wine vinegar or rice vinegar is much milder than other vinegars so you can use little or no oil in salad dressings.
We go to a health food store for tvp (textured vegetable protein, sometimes called tsp, textured soy protein. Recently though, we found that Walmart carries tvp cheaper than the local health food store, so now we buy it there. It looks a bit like grapenuts cereal (or beige gravel), and is a substitute for ground meat. I use it to extend ground beef.
I have the recipe, and other cheap, healthy recipes on my 3FC blog (on the right hand side, you'll find "Food and Recipes" under the heading Categories)
http://www.3fatchicks.com/diet-blogs/kaplods/
Dieting cheaply, is one of my passions, so you'll find that most of the recipes I put on my blog are also budget-conscious.
By combining dry tvp (which is about 1/2 to 1/4 the price of ground beef per serving) with cheap ground beef (the more fat in the beef, the more tvp I use), I can get the flavor of beef (or sometimes I use ground pork, chicken, or turkey), but lower the fat and calories.
You can use tvp to replace all of the ground meat in recipes, but doesn't have much flavor of it's own, so it works best in very flavorful dishes (added to spaghetti sauce or chili for example).
I don't mind using 100% tvp in dishes like that, but hubby prefers the beef/tvp combination so that's what I use most often.
We do most of our shopping between Aldi and Walmart, but we do watch the ads for specials. We have a Sams Club membership (mostly because it helps us save a lot of money on our prescription drugs), and we buy a few staples there. They have an organic spring greens salad mix or baby spinach in a large tub for about $4. It's a LOT of lettuce or spinach for the price.
You can often get free one day passes to Sams Club if you ask at the service desk of Sams Club or at Walmart.
I like Crystal Light powdered drink mix, so I buy the Aldi or Walmart version (half the price of the Crystal Light and at least as good). Walmart has a very large selection. Because the packaging and flavor choices are so similar, I believe that they're actually made in the same plant. Crystal Light recently changed the style and shape of their packaging, and I suspect it's to disguise that fact. Artificially sweetened drink mixes are by no means a necessity, but I like them, so I buy them occasionally. Often I mix them with tea. I'll buy green or black tea bags and brew some tea for ice tea, and mix 2 quarts of tea with 2 quarts of drink mix (one tub). It's half as sweet as the full mix (which I think is usually too sweet).
We buy the Walmart yellow sticker discounted meats and the family packs (the quality is good in our area, which isn't true of all Walmarts in other places we lived). We freeze them right away (breaking down the family packs into smaller packages using ziploc type freezer bags).
We buy generic and sale products (and have rarely had a quality problem). Walmart has a generous return policy, and Aldi has "double your money back, guarantee" on everything they sell. So if you try something and don't like it, definitely take it back. Walmart will match other store adds when the price is listed in the ad (buy one get one deals don't apply).
Aldi even has natural peanut butter now (no ingredients besides peanuts and salt). Their no sugar added fruit spreads are really good too.
Carrots, onion, cabbage, potatoes, and celery tend to be cheapest fresh and whole (if you're willing to peel carrots, you'll get a lot more and they'll last longer in the fridge than pre-peeled). If you like iceberg lettuce, buy it by the head - it lasts longer and tastes better than the stuff in the bag.
Large bags of vegetables and fruits are often much cheaper, but not always (take a calculator with you to compare prices - it does take a bit of math, but it's really worth it).
If you have a Dollar Tree Store, they may sell "green bags," (over with the kitchen foil pans and such). Ours does at 10 bags in a package for $1 - they work and they're only a fraction of the price of other green bag brands. They really do slow down the spoiling of fresh produce - remarkably so.
Frozen can be cheaper than fresh. I've never had a problem with store and generic brands, so we buy whatever's cheapest. California mix tends to be the most reliably cheapest (cauliflower, carrots, broccoli).
If I had to shop only one place, it would probably be Walmart, but I can save a lot more money by going to several stores. Also, shopping Walmart is the biggest pain, because the lines are always so long. As a result, we try to shop Walmart at hours most people aren't shopping. Very late on a weeknight for example (if you're working or going to school, this isn't always feasible).
I know I've written a book here, but saving money on healthy food is mostly a matter of many, many small choices. Unfortunately there isn't one place to go, or one trick to follow, or one thing to do to save. If you really want to drastically cut your food expenses, you've got to use dozens and dozens of little tricks.