For frozen goods Shwans has been a mainstay since long before the interenet. You can check on the website and see if they are in your area.
www.shwans.com They offer a lot more than they used to.
One grocery store in our area (Virginia) does not deliver but you can order everything online and it's ready to pick up when you get there--within 7 minutes from the time you arrive -- (this is to allow for cold or frozen items they have to keep cold untill you get there. They have an express checkout for those people. The down side, right now you pay and extra 5% for the service.
Pete