I didn't see this thread until today, but I wanted to add my vote for the Ortlieb back roller classic panniers. I asked about panniers last fall in this thread and the Ortliebs came highly recommended.

I've been using them for six months and they're completely waterproof, look as good as the day I bought them, and go on and off the bike in--no joke--one second. No complaints whatsoever.

I prefer the grocery bag panniers from REI for grocery shopping, but the Ortliebs would work, too. The Ortliebs are tapered a bit, so the groceries on the bottom might get crunched.