Update: I went to the Westmount Safeway for donuts, and discovered that unfortunately not all Safeways sell day-olds. It is left up to the store manager. Bonnie Doon's location sells discounted bakery products; Westmount does not.
By the way, when I inquired, I was told that I wouldn't want to buy day-olds at Safeway. Actually, I think I do know what I want, and that is 6 donuts for 99c please. If stores can't tell what we want by our dollars (or by our lack of dollars when we shop elsewhere), would it help if we told them in person what we appreciate and what we'd like to see changed? Sure, that 99c isn't a loud enough argument to convince anyone of anything, but what about the other nine dollars and thirty-four cents that I spend on other groceries while I'm there getting donuts?
Speaking of cheap baked goods, Walmart super-centers have semi-edible low-priced snacks, like donuts and minidonuts (the processed, long-lasting, somehow artificial ones) for about a dollar. Sobeys has similar donuts for a dollar but only during Dollar Days. Superstore sells similar products but for over $2. For the sake of comparison, Sobeys seems to have a lot of good deals during Dollar Days, and these "good deals" seem to be matched or beat by Superstore during the same sale period. Save-on-foods is of course a big scam and has over-priced, inferior products.
Obsessive cheapness shouldn't be the only factor in choosing a grocery store. Unprocessed, organic, and locally grown foods are healthier for ourselves, the environment, and the economy. Avoiding excessive driving is also desired. Sadly, larger and less expensive stores tend to require a commute, and other grocery chains tend to divide up sections of a city, reducing competition and undermining our shopping choices. Organic stores unfortunately tend to over-charge, simply because people are willing to accept it. One way to mitigate the inconvenience of store locations is to use Debbie Meyer green bags (also available at "as seen on tv" stores). They let you cut down on the number of shopping trips needed, and also let you buy "in bulk" for cheaper.
Various factors contribute to shopping choices but in the end, every dollar is a vote. Whatever you are willing to pay for, people will tend to make available in the future. The art of frugality involves finding the gems in an environment that caters to people who don't all share the same values as you.
