Well...
Both Mel and I (and JC I believe!) have used software called "The Trainer's Edge". It DOES do all the stuff you're wanting - generates a shopping list, detailed menus, etc. The thing about it is...unless they've updated it recently, it's pretty klunky to use. For one thing, neither Mel nor I could ever get the workout program to function correctly. The meal timing is WAY off - you'd be having two meals 60 minutes apart, then there'd be a five hour gap to your next meal. Plus, the food selections are pretty limited (again, they might have upgraded the software to allow for more choices) and often the meals would be, um, pretty weird to say the least...
One you might want to check out is the online software that was used during the Discovery Health National Body Challenge. They're offering a free 30-day trial if you want to check it out - and it does allow you to generate a shopping list.
http://bodychallenge.discovery.com/discovery/
Now personally, I tend to eat the same things - what I call my "staples" - eggs, oatmeal, chicken breast, brown rice, veggies and fruits in season, etc. so all I do is monitor the portions...but everyone needs to find what works for them.
Regarding Fitday - they've recently come out with software (for around $30 I believe?) that you can load onto your computer. Supposed to have more features, but I haven't seen it to comment on it.