Toilet paper, believe it or not. You can get a case of 80 rolls of Angel Soft 2-ply bathroom tissue for about 40 bucks from online office supply stores (officeworld.com currently has the lowest price). Saves me about $200 a year vs. buying it at the grocery store.
I was very happy when my local grocery started delivering groceries from online orders. It's really helpful, especially since it remembers your orders, so you can just edit the cart from the previous week, instead of reselecting all the items again.