We should post pics of our shopping bikes on this thread. And, perhaps, shopping adventures... on two wheels!
Here's my winter hack a couple of years ago. At the time, I went for riding lessons on a Tuesday, and a bunch of us also had an account with Suma wholefoods, and got stuff from them wholesale. It was delivered to one house, then we divided it up and took it home. So, riding boots (in one pannier), crop, helmet, plus 2 x 12 toilet rolls, a box of jars of pasta sauce, and one pannier of various other tinned stuff.
Got plenty of room that day.