Even if you dont shop online you can compare prices at
http://www.mysupermarket.co.uk/Home.aspx
You may be asked to register - no charge for it
You can enter the items you want to buy and it will compare prices for you at Tesco, Asda, Sainsburys and Avocado.
You wont be committed to complete the purchase until you get to the actual chosen supermarket's checkout page, so you can browse prices, and back out at any time.
Depending on what you are buying, it varies which supermarket is cheaper overall.
You can view special offers and bogoffs.