Small world, my dh did the same thing to me right after the New Year, "Did you realize that our food costs nearly trippled last year? In 2003 we only spent $X, and in 2004, it was $XXX." Draght those darn credit cards that so nicely have those end of the year statements with everything totaled. Groceries, gas, other (the credit card we use gives us extra points for groceries and gas.)
So, I'm making consciouse choices now too. Fortunately after the 1st couple weeks you will have the staples. You'll learn what you will eat and what you won't.
I would buy too many fresh vegetables and some would spoil before I used them each week. Or I found I bought a vegetable that I didn't really care for.
Things like "I can't believe it's not butter" spray, Laughing Cow cheese, Ricotta cheese, Turkey bacon, canadian bacon all tend to be expenisive and if you are on a budget you can do without. Wait until they are on sale or you have a good coupon.
Take the foods to enjoy list and make your own menus like Ruth said. Shop the sales at the different grocery stores in your area to get the best bargains. When you do find a good sale on ricotta cheese, low fat cheese and meat you can buy several and freeze them. These freeze well (or at least ok-sometimes texture is affected a little), just make sure you thaw chhese in the fridge because if you don't it all clumps together.
Experiment with different types of grocery stores, sometimes if you have a health food store, like a co-op type store you can get some things at a good price because they buy in bulk and sale in bulk. Some of the larger Asian markets or International markets have great prices on fresh produce. Trader Joe's and Whole Foods Market have good prices on many things-not everything.
If you live in an area that has an Aldi's,
http://www.aldifoods.com/
they have great prices on produce and frozen vegetables. They only carry a
very limited selection of items but great prices.
Beans and lentils are a great price and wonderful this time of year for making soups. If you buy the dried beans, you can soak them overnight then cook the whole package and what you don't need for the current recipe you can throw into the freezer for later. Beans freeze great. I know that beans aren't exciting, but they do taste good, have lots of wonderful fiber and are high in protein, so maybe do a couple meat free meals a week.
When the fresh produce prices are bad, I switch to frozen also. Many times frozen veggies go on sale, so I fill up my freezer. In drastic times, I've even used canned. Not as healthy, but sure is cheaper. Especially if you buy them at Aldi's.
Not eveyone can afford to spend all the money for fresh fish and fresh vegatables every week. We have to make choices and cut back where we need.
Good luck,
Sarah