I wanted to give you a little background first. Now let's talk about grocery shopping to help you get started. Let's see, fresh, fresh!
Where I think you're going to end up, if you choose, is a grocery cart of basic things like fruits and veggies. And as needed cupboard items such as vinegars, oils, natural sugars, herbs and spices, canned or dry beans, brown rice, nuts, oatmeal and flours made of whole wheat/corn and the like. At least, that is where I am right now.
I've built up a store of those cupboard items over these past few months and have found it helpful to go to the store 2 times a week to get my fresh F's and V's. Grocery shopping could possibly be done only once a week, if we didn't like bananas so much! :) Although, I have those special bags which can reduce the carbon output of F's and V's to make them last longer. I'll have to try that.
Here is a great link to finding healthy stores that might carry a bigger selection of the foods you love. Where I live in Minnesota I go to one store for most all of my needs and 3 others as needed (usually once a month).
http://www.vegguide.org/region/2