After reading the 2 links below, its fair to say that if you have a farmers market close to you, make sure you shop there. It will save you money and get you the freshest produce.
http://www.getrichslowly.org/blog/2007/08/21/grocery-store-vs-farmers-market-which-has-the-cheapest-produce/
http://www.leftoverqueen.com/2008/03/24/farmers-market-costs-vs-grocery-store-costs