I do virtually all my grocery shopping these days by bike. I do it on my commute home as my favourite super market is around the half way point. I just use normal touring panniers - Altura ones - and then sometimes strap bulkier non-perishable items to the top of the rack.

It helps that my supermarket has hand held self-scanners so I can pack into the panniers as I go around. Before they introduced these I'd often buy more than I could fit in the panniers comfortably.