I was suspicious of the Whole Food phenomenon (Tesco trying to be green and good) but I admit I was blown away by the variety and presentation of the products - everything looked so fresh and healthy! My recommendation: the bulk food section, where you can press your own fresh nut butter, and stock up on pantry staples - I get my olive oil, maple syrup, honey, shoyu, red and white wine vinegars , rice, oats, seeds and nuts all from there. My sneaky tip is to buy your uber-expensive dried fruit such as cranberries and blueberries from the muesli bar - there is no rule about what you can fill inside your tub, and the tub costs only 7.98 a kilo. I also recommend the bakery (though not the croissants) and the fish counter, where the fresh fish is wrapped in special foil packages. Food heaven.
Update 25 July 2008: Whole Foods have just released a nifty market trolley for £19.95 which folds up into its own A4-sized zipped bag. Very cool, easy to throw in your handbag and a great gift.
Update 15 November 2008: My latest Whole Foods find - pies from the cutely-named Pie Minister. Try the wild mushroom and Heidi pies.