Russo's - most of my shopping happens here except for fish and meat. They carry the best quality and variety of produce (besides farmers' markets), dairy, eggs, cheese, deli (the best prosciutto prices in Boston), Iggy's bread, and many great Asian products. I was never impressed with the quality of their meats, but poultry variety and quality is excellent.
560 Pleasant Street / Watertown MA 02472 / 617-923-1500
Whole Foods – great for one stop shopping including fish and meat, but way more expensive than Russo's.
Stop and Shop, Roche Bros, or Shaw's - that's where I buy Diamond Crystal Kosher salt that I use for everything from cooking to baking. For some reason, Whole Foods doesn't carry it.
Costco - my shopping list here usually includes King Arthur flour, Cabot Cheddar, Buffalo Mozzarella, campari tomatoes, onions, haricot verts, fish, prime steaks, and boneless short ribs. Quality is consistently high, prices are exceptionally low, but the packages are very large, and you'll need to pay for a membership.
New Deal Fish Market – the best fish selection and quality in Boston, particularly for whole fish. They carry sushi grade salmon, tuna, branzino, hamachi, fluke, etc. Carl Fantasia (the owner) is a walking encyclopedia of fish and a fabulous cook always willing to share his knowledge and recipes. The fact that this little gem survived the Whole Foods invasion and consumers' drive to have everything fast and cheap is a joy and a miracle. Just be patient. Every customer has her turn, and as Miracle Max said in Princess Bride, "You can't rush a miracle, sonny."
622 Cambridge St., Cambridge, MA, 617-876-8227
Wulf's Fish Market – one of the few great fish markets on the Boston side of the river. Excellent quality and selection of fish. Alan Wulf (the owner) is extremely knowledgeable, friendly, and will be happy to answer all your questions, or clean a whole fish for you.
407 Harvard Street, Brookline, MA, 617-277-2506
Captain Marden's – this is where the restaurants get their fish, so the quality is consistently high. The retail store only has fillets, but they can get you whole fish and all kinds of interesting species if you call a few days in advance.
279 Linden St, Wellesley, MA 02482, (781) 235-0860
Globe Fish Co -- sell good quality fish fillets in many farmers' markets in the summer and fall.
Costco - very good quality (often comparable to high end fish markets) for much lower prices. Unlike other Costco products, fish packages are reasonably sized (1-3 Lb). Selection is very limited.
A more extensive fish market list
Costco - unbeatable for prime rib-eye and NY strip steaks. The quality is as high as it gets in Boston and the prices are unbelievably reasonable.
Fresh Pond Market – great selection of unusual cuts (some are frozen), wonderful American racks of lamb for about $25 per rack (that's a great deal considering their quality). On occasion, they carry prime dry-aged sirloin (NY strip) for a very reasonable price.
360 Huron Ave, Cambridge, MA, (617) 876-3916
Savenor's - They carry it all: rabbit, foie gras, goat, interesting cuts of beef, several types of duck. The tastiest chickens you can buy in Boston (Misty Knoll and Giannone). Prices are generally fair for what they offer. I usually shop in the Cambridge store.
92 Kirkland Street / Cambridge, MA 02138 / 617-576-6328
160 Charles Street / Boston, MA 02114 / 617.723.6328
Iggy's – excellent breads (particularly if you like sourdough). Not the best baguette in the city, but cranberry nut loaves, Francese, multi-grain, country sourdough, and brioche burger buns are outstanding. You can get some of their breads at Whole Foods and Russo's.
130 Fawcett St, Cambridge, MA 02138, (617) 491-7600
Clear Flour – excellent breads, croissants, and brioche. We rarely make it to Brookline, but often buy their baquette (the best in Boston) and focaccia at Whole Foods, John Dewar's, Formaggio's, and Fresh Pond Market.
178 Thorndike St, Brookline, MA 02446, (617) 739-0060
Miso Market – great selection of Japanese ingredients and cooking equipment; knowledgeable and friendly staff who can answer all your questions
In the summer, I buy as much of my produce as possible in the farmers' markets. Here is how to find one near you.