The problem with shopping at 5 stores to save money on groceries is that with gas prices you're probably not saving money, and if you're not moving around to various stores using any type of energy but kinetic, it is a large opportunity cost that could be spent doing other things, if you even have the time at all.

There is no way I could go shop at 5, or even 3 stores a week for food, I simply do not have the time. (Spouse and I both work full-time, 3 kids at 3 different ages going to 3 different schools every day, etc)