I tend to just shop at the different stores mostly depending on the main thing I'm going for... one day may be mostly produce at sprouts.. another meat at Basha's... another general groceries at Fry's... another mostly frozen/boxed at WM superstore. I try to keep a few things on hand at all times, and will shop at different stores for mainly the thing they are best at with differing times/days.

I tend not to shop at multiple places on the same day, I just don't care for shopping that much. If you have a good spot for your preferred milk/meat, just get that there, get other stuff elsewhere. There's nothing that says you have to buy everything on the same day/trip.