For sake of perspective:
We've got 6 stores within 25 miles (which counts as 'local' for us), and we have to use all of them at one time or another, just to find everything we need. None of them deliver, and none of them have any 'extras' like a bakery, butcher/fish counter, deli or pharmacy (there isn't one anywhere locally).
The closest (~3 miles) is a Co-Op, but it's a 'metro'-sized shop. Tons of candy & booze, and basic groceries. Produce is alright, but it's mostly pre-packaged. It's also frequently out-of-stock on things like bread, milk and meats, especially during peak holiday times (i.e. all damned summer).
Next-closest (~8 miles) is a local community shop, which is basically just pantry staples and baked goods, with a small selection of hardware/household items. Very little fresh meat or veg (though what's there is often local). We go there if the Co-Op is empty and we're desperate for bread/milk.
About 20 miles in the other direction are a couple of larger grocery stores: a Costcutter and another Co-Op. They're still far from 'normal' supermarket-sized, smaller even than the small-town IGA I grew up with. The Costcutter is pretty useless, but they're the only place that has any selection of cake-decorating supplies, so I go there on occasion. The other Co-Op has a decent selection, and is less likely to be out-of-stock, but the stock still rotates quite a bit, so it's hard to count on being able to get any specific, specialty item. It also has a pretty good gluten-free section; better than a lot of larger U.S. grocery stores, but I think the U.K. is better all around for gluten-free.
5 miles beyond that (~25 miles) are two more shops. One is another Costcutter (same owners), and is about the same, except for also having the only real selection of office supplies/stationery. Limited, lower quality, and expensive, but if you can't wait for a delivery, it's your only shot. The other is a Nisa that's just been remodelled. It's a pretty good store-- still not 'full sized', but it makes the most of the space-- and has a really good, proper produce section, an international section (no specifically American stuff, but there's Polish, which is almost the same thing when you're from Wisconsin), an organic/'whole foods' section, and a decent selection of cheese. It's generally got the most variety in just about everything (except non-processed meats, where it's pretty lacking), and is the most likely to carry premium or specialty items.
We do most of our shopping between the two Co-Ops and the Nisa (since it's on my way to/from work), and we make do with what we can get. There's very little question of which is cheaper, because they're all expensive. It's not just that the prices are higher to begin with (they swear this isn't because of the transport costs, but because it just 'costs more' to operate these stores), but because the selection is limited, there are fewer basic/value range items; even the store-brand stuff tends to be from the 'premium' range. And it's harder to take advantage of multi-buys, because they don't usually have all the items that are on offer (i.e. 3 for 2 on any of these six flavours of Dolmio-- but we only carry two flavours, and they're sold out.)
We used to supplement that every 6 weeks or so with deliveries from an ASDA in Glasgow, but that ended just before Thanksgiving, when the guy wrecked his refrigerated van, so I had to improvise quite a bit. Someone else is now doing runs to Tesco in Inverness, but we haven't tried that yet.
We figured out once that if someone went across to Oban as a foot passenger about once a fortnight and did a big shop at Aldi, plus a bit from Tesco, and came back the same day, they'd still save at least £20, after the cost of the ferry. But there's no way to do it from here, because there aren't any round-trip sailings (never mind dragging 30 lbs of shopping onto the boat).