Whole Foods is generally more expensive, but I have found a few items that are consistently cheaper than at other supermarkets.
With regard to Cholov Yisroel, I have heard it argued that the heter that Rav Moshe gave Cholov Stam was conditional. For example, if Cholov Yisroel was not easily obtainable, and a doctor had recommended that you drink milk, then Cholov Stam was permissible. If this is the case, those who drink Cholov Stam when Cholov Yisroel is available are not in line with what Rav Moshe intended.