Sometimes, it's really great to be able to go shopping child-less. Depending on your shopping plans (can you hit a bunch of stores in a few hours?) it can be worth it to pay for a babysitter. Really! You can even make it date night if your husband/significant other can handle shopping (he can guard your cart and extra coupons while you wander down aisles) A lot of times, being able to truly compare prices, find out if you have the coupons on an unexpected deal, or even just avoid extras being tossed in your shopping cart more than pays for the babysitter!
If it's not an option, try to make sure you take kids of any age shopping after a nap, and on a full stomach. Have small toys to occupy the littles, and for older kids, bring along an electronic game, books, and snacks, or make up your own games like Grocery Bingo (print out easy items to find on a Bingo style sheet on your printer at home) or a Grocery Scavenger hunt (print up a list of things to search for at each store). For school age kids, if the budget allows it, bribe them with $1 (or your choice) - to avoid the constant can I have this? Tell them they have $1 to spend on anything during their shopping trip. See what they can find in their price range as you go through the store searching for deals. (I know I still can't stay away from the scrap material bins as that was usually my choice when my mother did this with me!) You can even give them a "job" to look for blinkies and discarded coupons through out the store. If they are busy doing other things, chances are extra things won't make it in your cart, and you'll have a moment to be able to spot hidden deals on the shelves.