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Trader Joe's
Trader Joe's, or SOMA Joes's as they call it themselves, is a nearby large grocery store. 9th and Bryant is a bit of a hike from Moscone, but walkable. Mostly organic "Health Food" type of items, with a good selection of snacks and ready-to-eat. It has a huge wine department.
Unlike many states, in California you can buy alcohol pretty much anywhere.
http://www.traderjoes.com/