We had no idea that Sainsbury's was more expensive than the other supermarkets while we were in London. Is it true for all neighborhoods? If so I now see why everything seemed so much more expensive (£->$ counted for) than in the US. We thought that Waitrose was the most expensive and than Sainsbury's was one of the less expensive ones.
I've always been under the impression that Sainsbury's was the next expensive supermarket after Waitrose (across the UK), so I generally think of them as -
More expensive: Marks and Spencer food, Waitrose, Sainsbury's,
Average: Tesco, Morrison's, ASDA (possibly counted as value too depending on product)
Cheap/Value: Somerfield, ALDI, LIDL etc.