Leeds city market! It's down by the bottom of the headrow- right next to the bus station. The indoor part has pretty much everything you'll need- fresh fruit/veg/clothes etc. They also do an outdoor bit, though this is always a bit bizarre, in that the stuff changes a lot of the time- almost like a car boot sort of set up...
It's a bit of a walk from both the unis, but it's cheaper than conventional supermarkets.
Hope this helps