IGX

Much lower prices than your giant chain stores. Sure, you have to bag your items, and bring your own bags (or buy their bags), and deposit a quarter to get a cart, which you get back when you return the cart, but the deals are outstanding. Their everyday prices are roughly the same as the rock-bottom discount prices you'll find at big, unionized grocery stores.
Seriously, I bought 90/10 ground beef for $2.19/lb, and the same stuff is roughly $3.30/lb at another grocery.

http://www.aldifoods.com/

There's not one close to Durham, but we always hit the one in Asheville when we're over there. I think one might be opening in Raleigh.

It's a good no-frills place, very good prices.

GDG!

They're one within 10 miles from me, I'll be checking it out.

I think you'll be happy. Not the greatest selection, and certainly not many big-name brands, but lots of great deals. I found a box of sirloins that was half the price of a box of NoName steaks (a popular brand here), so I stocked up. Worth it to get a storage freezer.

I helped build the ALDI down the street from us, my Lady shops ther alot, alot of the basic items can be had for great prices, and the produce is good as well.