I find great deals on Ebay and Amazon - the “Anthony’s” brand of coconut flour and almond flour is so economical and handy for making quick batter w/ egg and salt to add to any saute to give it a sort of bready, crisp, interesting dimension. I make the simple keto crepes based in the recipes in the book Keto Power.
I do one trip a month to Costco, it’s all I can take (hate those giant stores), they sell a high quality virgin coconut oil tub, and their avocado and lamb prices are the best around (I buy a large hunk of lamb shoulder and divide it into two or three smaller hunks and freeze some of it). The rest of the time I shop at smaller stores like Trader Joe’s and Natural Grocers, which often have most things needed - and happily - more and more grassfed animal products (which have healthier fats).
For those who live in places where Wal-Mart is the only “choice” - I hear that WM is increasing its organic and grassfed products.
And for those who can get to a farmer’s market at the short time windows when such markets are selling - the freshest most amazing herbs and eggs/meats can be found (though pricier than the big stores, I like to support small farmers when I can afford it).
Plenty of keto lifestyle weight-training folks use quality protein powders for practical reasons - for those of us who do Slow Burn free weights or a similar style, ensuring you get enough protein to restore/increase muscle mass while also being well satiated with high fats is made easier with quality powders if you are at risk of not eating enough actual protein otherwise because you’re adapting to satiation and find it hard to eat as much as you used to! There are a lot of nuances related to this subject if you read Volek & Phinney, and Vlad.
I use undenatured grassfed whey - whey in its most natural dried form - which I buy from Amazon for an amazing deal for 5 pounds. Making exciting smoothies (with plenty of good fat) is an art - I use about a tablespoon of erithrytol to bring out whatever flavors I’m using (cocoa, berry, green tea powder, cardamom) - and practice makes perfect. I’ve resigned myself to less-sweet smoothies than I prefer from my pre-keto days… but the fat makes it all better 
Though I’m a big fan of homemade bone broth, my current circumstances make it quite a hassle/stress to do - so I buy grassfed non-GMO bone broth in powdered form (hydrolyzed collagen peptides, which is highly processed, but super handy for making keto coffee with egg yolks & oils), from Ebay or Amazon. Am super happy that cartons of liquid bone broth (lamb, chicken) is now being sold in the soup section in a number of stores and online.
For the collagen peptide powder get a big tub of it on Amazon, the brand is Zen Principle - half the price of all the other “Paleo” brands.
Around month 3 of keto I got better at making more of an effort to pay attention to aromatic SPICES (sold most anywhere these days) in order to diversify my cooking again after having gotten a handle on how to eat! imho, Keto-friendly is happier with savory spices and plenty of good sea salt… and there are so many variations possible. It’s amazing what a little saute base can do to make a meal splendid … garlic and fresh shredded ginger… fennel/garlic/red chili (sausage taste)… garlic and thyme - with a big dollop of sour cream on the side!