Yes, you have to grab the deals when you can. Most grocery pricing is algorithmic, you can bet that any "bogo" or sale item is offset across the rest of the aisle with a price increase so the only way to beat them is to have 3 grocers in the mix and only buy bogos or sale items. It's 3 stops but you'll drop that grocery bill by a third.
I know you can't get everything you need on a bogo or sale basis but if you make it a point to grab the deals across 3 stores it eventually pays off.
You'll always get beat if you are a dedicated shopper, be it WM, Krogers or anyone else.