The Russian Deli is fairly small but offers a lot of great foods. They have a wide variety of European deli meats and cheeses which are hard or impossible to find in even gourmet supermarkets. They also sell a lot of canned products and sweets and their rye bread is fantastic. If you're looking for a quick lunch, they also have several hot Russian food items such as stuffed blintzes available for carry out.
There is one con, however. The food is not cheap, but you're not going to find anything cheaper of equal quality outside of San Francisco.