Here's an interesting infographic from an economic study done in Minnesota that might help encourage you to shop local:
As you can see, with non-local businesses, over half of your money leaves the community. Unfortunately, with the rise of big box stores in many communities (such as the one I live in), there are rarely local choices. However, the popularity of farmers' markets has made it easier to keep some food dollars in the community. For anyone who hasn't shopped a farmers' market, you don't know what you're missing: fresh-picked (usually within 24 hours) produce that is world's apart from the grocery store food that is sometimes 2 weeks old and has traveled an average of 1500 miles; treats from local bakers; and a feeling of community where old friends stop to chat over a fair trade coffee sold by a local entrepreneur. So for this weekend, stop at your farmers' market to support your community.