The atmosphere in most shuks is also something to be savored. Supermarkets are less exciting places to be. The choice is a lot wider than in the outdoor markets, but the prices are a lot higher.
Most supermarkets offer home delivery.
The Israeli public has been paying for years for the greed of the banking sector. They take no commission and equal the bank rates. Furthermore, don't change your money in the first place you find. Ask how much you get for your currency, then move on to the next place. Upon hearing the first quote, you will undoubtedly be offered a higher exchange rate.