I go to a farmer's market on Thur or Sat for produce and occasionally fish. I'm not a health food guy, but the only place I can find steel cut oats (except for the overpriced McCann's) is at a health food store,-- so I go there to check out the pale and grumpy people once a month. There are two regional chains I may go to every other week or so for milk and eggs, tea, occasional a canned good or three, if I'm jonesing for a banana or a mango or an avocado or something else you can't get at a farmer's market, and one of the stores has a huge fish market, so I take a peek there.
For meats and poultry, I do get a bit health nutty, I tend to buy in bulk. The "Eat Wild" site is a good resource to find local producers of grass fed beef and that ilk:
http://www.eatwild.com/products/multistate.html
And maybe I accidentally get a little eco-friendly by checking out my fish selections here:
http://oceansalive.org/eat.cfm?subnav=bestandworst
I'd be disappointed to learn that site isn't authoritative because in my ignorance I treat it as such.