In Atlanta, all we really have is Whole Foods afaik. I loved TJ's in Washington, though. They're supposed to setting up one or two (TJ) here. We do have a few good farmer's markets. But, they can be so dirty, busy, and troublesome I avoid them more than I should. In WA, we had a great Japanese market called Uwajimaya. I haven't had lychees in 4 years? The Suffering.
At least the regular grocery store keeps all the healthy/organic stuff together. It's like a little store within a store. So, I can quickly get in, hit the produce side, the papergoods aisle, the petfood aisle, the health section, and get Out! That's my #1 challenge, I think. I *hate* shopping.