Here's the thing. Start with a list, but be forewarned that probably only half of what you really need is on it. Be flexible and allow yourself to wander the aisles, looking and what's on sale and what ingredients excite you. This might sound weird, but it really is true. If you buy things that appeal to your eyes, they will probably, hopefully, appeal to your stomach, too. And I not talking Twinkies here, I mean fresh produce. When you hear "eat the colors of the rainbow," it's not a joke. We learned that in Weight Watchers. Wouldn't you rather eat a friendly platter of carrots, red bell pepper, hummus, olives, and feta than a plate of cheese sticks? Just think about it - one leaves you full and energized, the other makes you lethargic. I'm not knocking the cheese sticks - oh no, I love me some feta sticks from Pizza House - but when buying food at the grocery store, you should really be conscious of what's going in the cart. Because chances are, you'll be snacking on it throughout the day, and that can be good or bad depending on the choices you make.
Next tip, bite the bullet. You're going to spend a lot - you have NOTHING in your CUPBOARDS :) So if you bake a lot, go ahead and get your flour, baking powder, sugar, oatmeal, etc. You most likely won't have to purchase these things for a long time. If there is a certain style of cooking you like, then stock up on those staples. I, for instance, like Mediterranean flavors so I bought olives and peppers and goat cheese.
Finally, peruse for things on sale. Even if you don't need them now, you will later. Like tuna fish, canola oil, beans: these things won't go bad and you can make them anytime.