The grocery store can be particularly good for discussing health and healthy eating habits. There is a vast amount of things to look at and discuss what you should and shouldn't eat. Even just watching you shop can be a wonderful thing for children. They can see ( to a point) where their food comes from. Now you can always take that a step further depending on your area. Healthy eating habits are good to get into children while they are still young.
I do generally enjoy shopping with my children, though it is definitely easier to do it by myself. I try and make it as enjoyable as I can for both of us. We'll play simple games i spy and guess how many. We'll talk about hwere things come from and how thing are made. There are simple ways to make an everyday mundane trip, fun and exciting for kids.