Shop the perimeter. Most grocery stores are arranged with fresh and frozen produce and meats on the outer edges of the building. Start here! You should be filling your cart with fresh ingredients first, then frozen. Lastly pick up the remaining items from the inner aisles which contain dry or boxed items.
Read labels. If you cannot pronounce an ingredient you should not eat it. Also, even if a food is labeled as low fat or low sodium, does not mean it is healthy.
Buy bulk. It only takes an extra minute to scoop out your oats and label the bag. You will save some cash and have a natural product that is fresh.
Hit up your local farmers' market. The KC Metro area has many outdoor markets that run April through October. Foods ranging from fruits and veggies to eggs and fresh meat are available from the venders. Not only are you getting quality food, but you are supporting local businesses.