Fresh produce is good for you - vegetables and fruits are a neglected part of most people's diets, and fresh vegetables and fruit are usually tastier and healthier than packaged equivalents.
You can get your produce in a grocery store or market, of course. But you may prefer to get it at a local farmers market - it will be fresher, you can actually see the people who grew the produce, and you know that it was grown locally (if that matters to you). And food at farmers markets is often cheaper, even if you don't bargain the price down even further (which is an accepted practice, though not everyone will bargain).
You can grow your own produce in a garden, if you don't want to spend as much money. You can also go urban foraging to find lots of produce growing around Sacramento. If you grow (or forage) your own food, you can trade with other folks at the Oak Park crop swap.