I think it sounds like an interesting idea. We already have our shopping delivered and we have been shopping with Ocado for a few months now, as they will happily bring our food to the door (2nd floor, no lift) and that's one of the key reasons why we order online. We tried some of the other supermarket delivery services but there was quite a bit of bother over bringing our stuff up the stairs.
I like the idea of being able to get things available in different stores and also save on my shopping bill. But I don't know anyone who has used it to find out what it's like! If you have, has it been any good? Food arrives relatively unscathed? And most importantly, if you live upstairs without a lift - do they carry it up?