The only grocery shops in our small town (approx 5,000 people) are the two Co-op stores. So, although I do occasionally 'shop local', it still doesn't involve going to independent traders.
We've also got a local butcher's shop but I hardly ever use it as it can be very pricey. (e.g. T-bone steaks at around £50 per kg). They do have some lovely individual pies (at £1.79 each, unless they've gone up since I last bought one) but, given that I can get some nice pies from Asda or Lidl for around £1 each - or far less if I buy their 'cheapo' offerings - I still don't buy them very often.
There's also a nice farm shop on the edge of the town but it's very upmarket and pricey, with frozen main courses for one person (which might cost me between one and two pounds in Asda) typically £3.95 or £4.95. [I treated myself to a few over Christmas, as they're very good quality, but I definitely can't afford to go there very often]. Their cheapest cheese start from around £20 per kg, with some costing far more. You can get a feel for the place for using your mouse to pan around the image here:
http://tinyurl.com/gpvhy49