Do you hit up sales? Go to specific places for specific items?

We have SO MANY options where I live, some farther away than others. Hy-Vee, Super Target, Trader Joe's, Wal-mart, Costco, Sam's Club, Natural Grocer's, Whole Foods, etc, etc. I feel choice fatigue! My favorites are WF and Natural Grocer's, though WF is more for fun than a big weekly shop. We have a Costco membership, but I often feel like we overspend there. So I'm not going to renew next year.

What about you?