Well, in general these kinds of huge markets don’t exist in central cities, including mine (SF), because there isn’t room for them and, to be fair, this city pretty much prohibits "big box" retailing anyway in order preserve the maximum number of "mom and pop" operations so we have nothing to match the monster markets you mention. But one smallish supermarket here that I really like is Molly Stone’s. It’s not far from Whole Foods and I prefer it because it has generally high end products at decent prices and without Whole Food’s pretension. And they have great service–they’ll special order most anything you might want if they don’t regularly carry it.
Another place that I don’t go to much because it isn’t close to me but that seems highly thought of, and similar in many ways to Molly Stone’s, is Tower Market on Twin Peaks.