I shop at Tesco and haven't found a problem with them. I'm not a student (I live by myself), but when i'm feeling frugal, I usually buy things like smoked salmon or joints of cooked ham. They're quite expensive, but they can last for a few days so it can work out cheaper in the long run, and you're eating healthily too.
Potatoes are a must. You can usually buy 4 baking potatoes for about a pound, so you have four meals for 25p.
I have a preference for granary bread, and I always choose loaves that have the latest expiry date. You can still use them for a couple of days afterwards, and they're still fresh, so they can work out as good value for money.
Rice and pastas can also work out cheap.
Look out for offers on butter and cheese. I like good cheese, and there's almost always an offer on them somewhere. They can last for 2/3 weeks too.
Try to dodge ready meals, or meals that can only last once, but buy items which can last for two or more days. Buying tupperware boxes and/or freezing meals can mean that the leftovers can be enjoyed for another day.
Also, try to avoid junk food. I find that when I buy crisps, I tend to eat them quickly and get hungry soon afterwards. The same for chocolate.
Cereal can be expensive too, so try to steer towards cheaper brands, look out for offers or buy porridge.
A good grocery shop for me comes to about £15 a week, where I have every day covered. Of course, a little treat every now and then didn't do anybody any harm...