Walt Disney World in Orlando has several grocery stores in the vicinity. Check out these links for information on where to buy groceries in person (should you want to rent a car, or catch a cab); as well as spots where you can order groceries online in advance, and have them delivered right to your resort hotel room. The latter usually attracts a service fee, but the convenience makes it a palatable option for many.
http://disneyparks.disney.go.com/blog/2010/05/disney-vacation-club-grocery-delivery/
http://www.wegoshop.com/location/wgs-location15.htm
http://allears.net/btp/grocery.htm