The WMs in this area are great(NE Nebraska and NW Iowa). Most of my friends and I price match the grocery ads. Saves a ton, esp. during holiday baking. With the price of gas and the lack of time I have, I don't have to drive around to each store to get the sale items like my mom did when I was growing up. So I take the ads from wal-greens (usually milk and cereal items), hy-vee fairway and any other area grocery stores. It has to be ads for a specific amount, not a percent off. Also works for ads from michaels and hobby lobby etc. when buying craft items. The other advantage is that the local kmart is horrible about having sale items in stock. I usually just stop and get it at walmart to save myself time.
Question about the supercenters that are open all night - I know they won't let you put the items into your cart til the stores open, but can you shop for the items from the other ads that you are planning to price match and put them in your cart?