I think the best sources for good olive oil, other than a specialty olive oil store or bar (such as The Oilerie), are probably ethnic grocers or natural food markets. I'm often fairly disappointed with the quality of olive oils available in most chain or franchise grocery stores. But last week I discovered an oil at the local Copps grocery store that I'm happy with and that I'm sure will be my "big grocer" go-to olive oil from now on.
My Brothers Olive Oil is a mild, flavorful, unfiltered and nicely colored Extra Virgin Olive Oil from Southern Italy. It's a bit cloudy and has a light sendiment layer at the bottom of the bottle, which I like. Best of all it has a lovely, well balanced and slightly sweet flavor, with none of the bitterness that often seems to characterize the big name products that combine olive oils from several countries into one bottle. I can drink a shot of My Brother's Olive Oil, which I often do, without a bitter or lingering aftertaste. It also makes a lovely dipping oil or drizzle for vegetables or meat (I used it last week on scallops I made for Kim for Valentine's Day).
Final added bonus: it comes in a glass bottle with one of those cool wire swing-top stoppers, which are great for re-use in making your own flavored oils or vinegars. A 34 fl. oz. bottle costs around $19 at Copps. You can also get it online via Isola Imports.
FYI: We were in Milwaukee yesterday and stopped in to my favorite deli market, Glorioso's on Brady Street. They carry a good selection of olive oils, including My Brothers Olive Oil. ONLY $11.50 a bottle! We also stopped at Whole Foods while down there. They also carry it, at the $18.99 price.