I try to buy as much locally grown food as I can. This includes most of my produce, eggs, and fish. But there is a limit to how far I'm willing to drive to get locally grown food, so if it isn't available at my farmers' market, I probably don't buy it from a local source.
Our local paper ran an article profiling a few couples that tried to eat locally for one week (How to Be a Locavore
, SF Chronicle, April 18, 2007) and, well, it's really hard to do. Grains are one problem, but coffee, tea, and spices are also a problem (although at least we might be able to get salt locally here in the bay area--heck, I could practically just walk out to the bay and chip some off). And if you add calorie counting into the equation, it's even harder. The folks profiled in the paper all seemed to eat fairly high-calorie diets. Getting locally produced low-calorie cheese, for example, is pretty much impossible, at least here in the bay area. The Chronicle required couple profiled to stay within a specific $$ budget, but I would have been interested to see if they could have stayed within a calorie budget.
It also depends on how you define local--is it 100 miles, 50 miles? My farmers market has stands selling produce grown in southern CA--that's not really local to Northern CA. But if you don't ask, you'd never realize you weren't buying locally grown produce. They're at the farmers' market, so you just assume they are local.