I always go to Hy-Vee. As a single guy who doesn't buy in bulk, I don't feel that I would significantly save by going to other stores. I admit it, I prefer to shop in a store that is clean and doesn't feel like a warehouse. After getting married, having kids, etc and needing more food I will probably consider moving to the discount stores.
In some products, there is a difference between the brands. For example at Hy-Vee there is the "name brand", the "hy-vee brand", and "country fair". There's not a huge amount of difference between name brand and hy-vee brand in most cases, but going down to "country fair" is a significant dip in quality and only a 10-15 cent savings. If I buy 20 cans of beans a year, I would save $2-3 per year by buying the rock bottom brand. Not worth it to me.