Frozen spinach is really great because it is super nutrient-dense. (Plus you aren't paying for mostly water like with fresh spinach.)

Even if you "splurge" on less essential fruits and vegetables (say frozen blueberries or the like), always stick with frozen.

Not only are frozen fruits and vegetables significantly more affordable than fresh, they're typically more nutritious. The only exception is if you live right near an agricultural center where there is an abundance of in-season, local produce from sustainable growers. (If you live in Southern Italy, then, yeah, stick with fresh.)

The variety you find in the typical grocery stores comes from Big Ag farms that grow produce looks good even in less-than-idea conditions, can withstand long periods of international transport, and can withstand long periods in refrigeration. Moreover, they are given fertilizers that cause them to grow overly-fast and take on too much water, which causes increases yields and makes them look nice and plump, but at the expense of flavor and nutrition. This is exacerbated by the fact that they are picked before they are fully-ripe, so that they don't begin to spoil in the long transportation process.

Frozen produce, on the other hand, is less valued for its aesthetics, and more for its flavor. It is also frozen very shortly after being picked at peak season, so it does not need to be picked before it has fully ripened and doesn't lose nutrition sitting in transport or on shelves. It is also less water-dense, so you get more nutrients per pound.