Anyone saying they'd hole up in a foodstore/grocery/supermarket, hasn't realised that the minute the power goes off all that meat, milk and other fresh food is going to start rotting. Having a base with thousands of flies, a tremendous stench and toxic spores is sub-optimal when dealing with a zombie outbreak as it is. In a smaller one you might be able to remove most of it, but good luck lugging the carcasses at a bigger chain.
I'd hit either Adventure Camping & Fishing or (formerly, can't remember the new name)Willoby's gun store, in my home town. This is assuming we can actually safely loot these places, I'd be hesitant to try and loot a gun store if the owners were still there.
I'm mainly doing this for one thing, bullets. The guns are all chained to the walls and way too much effort to break free in a hurry (the chain is specially coated to prevent bolt cutters and the like), but the ammunition is just stacked on shelves easy to take. There may be some survival gear I don't already have but that's secondary. We own guns and food shouldn't be too hard to loot or hunt.