I LOVE this site:
Weekly circulars and ads from your favorite grocery stores ? AllYou.com
Whenever I go to WalMart, I just give them the prices at different store that week, and I usually(almost always) get that price -without- showing an ad.
You can really buy things that you wouldn't normally buy if their too expensive. Like I say, rarely do they ask for an actual ad where I go shopping, but make sure it is the correct price, of course. Every little bit helps!