I have used Netgrocer for years.
They don't have produce or meats but for dry goods and cleaning supplies, and cases of bottles water, as well as shampoos and stuff it's great.
They use FedEx Home for their delivery so I place an order and get it in 2 days, if I am not in at the time Fed ex comes - -they'll leave it at the front door
I don't have a car, the nearest grocery store is 1 mile away, I'm not home much, but I do keep a stock of bottled water, the last thing I want to do is lug it home. Same for laundry detergents and cans of tomatoes and other heavy stuff.
The prices are a little highter, but it's paying for convenience, although netgrocer does occassionally have sales. IT's convenient as well, as I can pick exactly what I want, and am not tempted in the grocery store.
http://www.netgrocer.com/