La Princesa is on Harkrider (follow the link to it's page for the map) and is both a restaurant and grocery store. They have a good selection of meat, a variety of cheeses, small selection of affordable produce, as well as many other Latino products. This is the source of the Jamaica that La Lucha Space serves up on a regular basis.
A mercado on Dave Ward
A mercado right downtown, just off Oak near EM
Other ethnic markets
International Food Store on Harkrider near Jade China