should i give shopping at my local health store a shot??

Depends what you're trying to achieve. When I lived in the UK, I had 4 really good health food stores in close proximity, but for the most part, it's where I bought my supplements, not easily found food items and ingredients for homemade trail mix...there was just a better selection overall.
You do need to be careful though...some of the dried fruit was still high in sugars...not all the 'healthy' stuff was healthy once you looked at the list of ingredients. As with all shopping, read labels...if there aren't any, ask...if you aren't sure, don't buy it!

LOL!! Sorry, not knocking it completely...there are bargains to be had...but as with all things...you need to research and educate yourself.
I don't know what you are after specifically. For my trail mix, I had more options and more cost effective ones at that than the grocery store. However, here in NA...especially redneck-ville...there aren't many options, and farm markets, healthfood or bulk stores aren't all that cost effective...mainly due to lack of competition and accessibility.
Larger communities and more competition might work to your benefit!