For most things I don't think there is usually much difference between supermarkets particularly on branded items.

I did a few quick comparisons online:
Tea Direct 80 £2.05 in Sainsbury, Tesco, Waitrose, Asda (but Asda had 2 for £3)
Jura Superstition £20 in Asda and Tesco, £25 in Waitrose, £31 in Sainsbury (Waitrose and Tesco were reduced from £31)
Single Lemon 30p in Sainsbury, Tesco, Asda but 34p in Waitrose
Bananas 52p per kilo in Sainsbury, Tesco, Asda but 59p in Waitrose
Single Cream 300ml £1 in Sainsbury, Tesco, Waitrose, but £1.03 in Asda

the problem is that while prices may vary slightly and you can win pennies here or there, something like a bottle of whiskey can completely wipe out any saving made elsewhere and this is as much down to special offers as standard pricing.