Your choices in Cruz Bay are Starfish Market and Dolphin Grocery. Starfish is the largest and likely the most reasonable (St. John standards, not stateside!). Dolphin is smaller with a smaller selection of standard grocery items, but seems to carry more in the way of gourmet foods & spices. Between the two stores, you should be able to find almost everything you need, however you may not have the selection you're used to (eg. not all the brands of diapers, etc.)

There's also Pine Peace. Their prices are slightly better but the selection is not as good as Starfish. Starfish has the best selection of chicken, fish and meat. Simple Feast has the highest prices but their meats such as filets are the best. They also have great sandwiches to take to the beach. Wines at Starfish are higher than at Dolphin or the wine store in Cruz Bay.