Sainsburys: One big one on Whiteladies Road, about 20 minutes walk from Stoke Bishop and 10 minutes walk from uni. One smaller one on the Clifton Triangle, and 5 minutes walk from uni.
Tescos: One small Tesco express on Whiteladies Road, about 15 minutes walk from uni. Another small Tesco express further away, about 5 minutes from the hospital. One larger Tesco metro in Broadmead (city centre) and one huge one by Ikea (just off the M32).
Somerfield: One on St Michael's Hill, about 30 seconds from uni. Crappy, but people still use it because so many students live so close. The nearest supermarket to the Kingsdown estate, where many students live. Another one in Clifton Village.
Asda: Big one at Cribbs Causeway. Need a friend with a car as it's a 15 minute drive, otherwise a 40 minute bus journey.
Morrisons: Again, a big one at Cribbs.
M&S: One in Broadmead (city centre) with quite a big food department.
Waitrose: Apparently one somewhere near Stoke Bishop, although I never discovered it.
If you live in Durdham or University Hall, you'll probably do your shopping at Clifton Down Sainsbury's (the big one on Whiteladies Road) unless you or a friend of yours has a car. I used to go most days on my way back from lectures so there was never too much to carry up the hill, or if I bought lots at once, I'd get the bus back to Stoke Bishop. This is the best supermarket to use unless you're going to go outside the city centre, and I don't think it's significantly closer to the Clifton halls than it is to Stoke Bishop. It takes 20 minutes to walk from there to Stoke Bishop, and maybe 10, probably 15 minutes to walk from there to the Clifton halls.