I love my local farmer's market. You can find farmer's markets, CSA's, etc in your area here
. I went to the farmer's market Saturday and left $45 lighter, but with bags of blueberries, blackberries, apples, brussels sprouts, free range eggs, cucumbers, zucchini, yellow squash, green onions with the biggest bulb I've ever seen from a green onion, raw blue cheese, kale greens, grapes (real grapes with seeds), and 2 lbs of rabbit. I'm sure I forgot some of the stuff that I picked up. We have several people at ours selling grass-fed meats and chickens and several sellers of free range eggs (with bright orange yolks).
One thing I notice at the farmer's market is that everything isn't as perfect as it is in the grocery store (a good thing). I saw the two hugest butternut squashes ever Saturday, one of which was about 2 feet long and shaped like a "U"...no way that thing would ever make it to the grocery. The tomatoes aren't all the size and shape of tennis balls. And you can actually talk to the people that grow the food. I second Allen's encouragement to hit the farmer's market.