I am going to stress this more than once in the future recipe writings: Do NOT, for the love of God, purchase ANY ethnic ingredients in any major grocery store, if you can at all help it. I beg of you, seek out your local ethnic grocers!!!
Your big businesses will have you believe that common ethnic staples, if they carry them, are exotic, gourmet foods that are hard to come by, and thus are more expensive. Hogwash! Spices and rices and sauces are going to be loads cheaper at your ethnic grocers. You're also likely to support a small, often family-run business. Clearly win-win!
If you're from the Champaign area, here are a few of my favorite stores:
Am-Ko
101 E. Springfield Ave
This is a great Asian store that seems to have recently expanded it's standard Chinese and Japanese ingredients to include a lot of common Indian fare. They have a great seafood selection, including sashimi-grade fish. They also seem to carry any noodle you can imagine, and a huge selection of fresh kim-chi's, and a case full of good tortillas, nan, and pita's.
Am-Ko has a decent inventory, but they're a busy lot with a small staff. If I'm looking for advice or answers, I usually hit one of the other places.
Far-East
Fifth Street, One block south of University Avenue
Off the beaten path, but a fun little shopping experience. The door into Far-East does seem like some sort of portal to the orient. You'll muck through produce and hurdle baskets of frozen fish and live crabs to shop in actual refrigerators. The aisles in the main grocery area are almost overwhelmingly packed; this place is your best bet for hard-to-find groceries. It's the only place that I can count on to carry fresh lemon grass and frozen lime leaves (kafir) for Tom Yum Soup.
The Green Onion
2020 S. Neil St
If you're intimidated by the extremely foreign feel (and smell) of the ethnic grocers, and prefer a more Westernized environment, you'll be more comfortable at The Green Onion. It's located in the strip mall on Route 45, and thus has modern conveniences of flooring, drywall, and good lighting.
The young couple that owns this place are very, very warm and helpful. I once asked them what that good soup at a local Korean restaurant might be. I walked out with all of the ingredients, and step-by-step cooking directions (do NOT, whatever you do, take the lid off for 20 minutes!)
Also, if you run into them in public, which we seem to do quite often, they give you a piece of Korean candy.
Annapoorna
505 S. Neil
Specializing in Indian ingredients, this is a great place for bulk spices and rices. Canned and frozen ingredients are here too, but if you need fresh produce, you'll have to shop elsewhere.
Mas Amigos
607 North Cunningham Avenue
This one is my favorite Mexican grocer in town. Do I have to list what I usually buy here? Fresh tortillas, jalapenos, chili peppers, tostadas, sour cream and avocadoes. There's a cornucopia of other stuff I'm not sure what to do with...like cactus leaves. How do I cook a cactus? I don't know. Yet.
El Charro
55 E. Green Street
Part Mexican grocery and part restaurant. This place offers a smaller grocery section, but if you're looking for weird entire pieces of whole animals, they have a butcher's case. We've picked up chorizo here, but anything with a hoof still attached has never entered my shopping bag.
I've yet to order anything from the grill, though I imagine that I will not be disappointed when I do. The worst thing about this store is that it's in an old building on campus. There seems to be a bit of an underlying scent of sewage to the place, that the owners try to stay on top of constantly with Lysol cleaner. Perhaps that's why I've so far not been enticed to stick around for a meal there. Maybe I'll get mine to go.