try the local markets.
there are indoor markets in ibiza, san antonio, and santa eulalia which sell fresh fish meat and vegetables and then there are the little 'farmers' markets dotted about which sell locally produced vegeatbles and flowers.
for diversity and more 'exotic' foodstuffs try the syp supermarkets in every town or the hipercentro on the road to san antonio. there are also quite a few small delis which have good cheeses and food from all over the world - quefa in ibiza and casa alfonso in san antonio spring to mind. good wines can be bought at the supermarkets but they will all be spanish wines. try enotecum in ibiza or san jose for a wider selection of wines
and my tip of the day - buy a bottle of can rich reserva - a deliciously fruity red wine, organically produced right here in ibiza ( you can even visit the vinyard!)