The key to my success has been a price list. This is a list I created in Excel. You can see my version here. It has columns that include Item, Supermarket, Costco, and Aldi's. Then the amount is listed beside the item and under each store, if applicable. I refer to this list when I see an item on sale, if the price is not at or below my list I will not purchase because at some point I will be able to find it at my price list figure. Now I do at times have to re-evaluate the price, like during the current economic times. This list is kept in my store coupon holder. It is recommended that you list the price per oz. This way no matter what the item you can always price match. Most places have this listed on the shelf sticker.
It took my family time to get used to this. An example was that I will only pay .99/lb for grapes. They wanted grapes, but they were not on sale so I didn't buy that week. But low and behold the next week they were .99/lb so I bought them.