Feed me, Seymour. Feed me.
Safeway: Safeway has five local locations, but the most convenient one is the Menlo Park branch on El Camino, past the Stanford Shopping Mall and right next to a Payless drugstore. Consider going at off hours; there are long lines at peak hours (e.g., weekend mornings). Both the Safeway and the Payless at this location are open 24 hours. If you prefer to shop at a more human hour, the Sharon Heights location, which is just off Sand Hill Road, is accessible via the SLAC Marguerite route and provides a more peaceful shopping experience, although selection may be smaller.
The Milk Pail, located in the San Antonio Shopping center, is the best place around to find good produce at bargain prices. They've also got a fantastic selection of cheese!
Trader Joe's: Trader Joe's is not a one-stop shopping store, but it does have the best prices on wines, beer, cheese, snacks, juices, coffee, and some frozen foods. Some of their prepared food is really wonderful stuff! TJ's is the closet grocery store around, located at Town and Country at El Camino and Galvez.
Country Sun: Country Sun offers organic and health foods much closer to home, and more important, much closer to the shuttle bus stops on California Avenue. Another added advantage, in my personal opinion, is the close proximity to Printer's Inc., a cool bookstore and cafe in which to sip coffee and skim books.
Draeger's: Down the street from Trader Joe's is Draeger's, a very upscale market with a fabulous take-out and deli section, gourmet food of every description, an enormous wine selection, and an espresso bar upstairs. Shop here when wealthy relatives are in town and offer to pay...
JJ&F: For all you carless wanderers, this is friendly little market is the closest source of food. It's on the corner of College Avenue (runs parallel to Stanford Ave.) and El Camino, right across from the Shell station, and it's a 15 minute walk or 5 minute bike ride from Rains. A little known but very useful fact is that if you buy a reasonable amount of food (not just a pint of Ben and Jerry's), they will deliver it to your door Monday through Saturday. If you go there often enough, the service staff will begin calling you by name, and they're all really nice.
Molly Stone's: This gourmet market is at the end of California Avenue right across from the train station, and is therefore accessible via the shuttle bus; it's a lovely market with all sorts of high quality produce, gourmet specialties, and natural foods, but it's expensive.
Sigona's is a good quality produce market recently opened in the Stanford Shopping Mall. Somewhat pricier than its predecessor, Monterey Market, it offers quality fruits and vegetables, plus some dried fruits, nuts, grains, and legumes in bulk. For those of you who enjoy fresh produce--and California is a wonderful place for fresh produce all year long--this is one of your nearest and best options, especially during the winter months, when Palo Alto and Menlo Park's farmers' markets close.
Webb Ranch: Go to Webb Ranch on Alpine Road for some gorgeous pesticide-free seasonal vegetables.
Whole Foods: Located on Emerson in beautiful downtown Palo Alto, this is one of the larger organic/gourmet markets in the area. It has fabulous food and is a vegetarian's heaven, but it's expensive and one of those places to shop when you really want to treat yourself to that 10 minute massage while they bag your groceries. Besides, Peet's Coffee is right next door. The smell alone is worth the visit.
This list is far from comprehensive, but at least now you won't starve! If you who also want "ethnic" foods, check out Castro Street in Mountain View and the following places as starting points: