I've been to some incredible farmers markets in Arizona and California that are cheaper than supermarkets and much higher quality, sold directly by farmers and their families.

I live in Denver now and farmers markets in Denver/Boulder blow because there's virtually no produce grown around here so it's mostly expensive homemade foods that you'll never eat. Used to live in Boston and farmers markets there are even worse, they buy the same crappy produce that supermarkets buy from wholesalers and sell it for 2-3x the price.

Next time you're in the southwest or west coast I recommend giving farmers markets another try and you'll be pleasantly surprised.