Hi L.,
I have a couple suggestions for you. One, is better, I think, than a farmer's market. Its a food co-op that I participate in and my family and I love it. The website is bountifulbaskets.org. They have pick up sites all over the valley and all over the east valley. The price is great, you get really great fruit and veggies (they also have sandwich bread, artisan bread, sometimes honey and even sometimes beef), and it has a nice feeling of community. I even found a food dehydrator on craig's list and the woman I bought it from happened to be part of the same co-op.
My second suggestion is sistersavings.net. I am not LDS, but the site lists all the advertised sales for the week, so that, if you want, you can shop at a store that ad matches like walmart, so you don't have to drive all over to get the sales.
The third suggestion would be a site like couponmom.com or the thegrocerygame.com where they tell you when the best time to use your coupons on sale stuff to get the best price. I will tell you from experience, while the idea is exciting, it does kind of require a lot of effort on your part and driving to multiple stores to get things. Some people have the patience for that and like it, others, like me, don't.
Hope this helps you! :)