Your only real options are Asda up at Holt Park (use the number 1), Sainsbury's round at Moor Allerton (there's a bus that goes round the back of Oxley Hall I think), Somerfield in Headingley or Morrison's down in Kirkstall. If you're looking for something a bit closer, there's always the Co-op up Spen Lane on Butcher Hill, but it's only a small store. Oh, and there's another well stocked Co-op/Post Office if you go up Otley Road past Lawnswood Cemetry on the left which is open practically every day of the year (I think it was even open Christmas Day last year).