This place is certainly more expensive than Associated Markets close by, but it also sells some stuff you can't get there, like sliced mushrooms, Vitamuffins and No Pudge bars (I know these are random items, but perhaps they're indicative of other things you might hope to find and can't find at Associated??). Also - if you live closer to Gristedes and purchase bottled water or seltzer on a regular basis, it's certainly an easier 'lug' if you're travelling fewer blocks with heavy stuff like that...
One more random thing about Gristedes: The workers here are incredibly friendly. It shocks me every time! I'll walk in - head toward the pickles section, and without fail there will be some person stocking the shelves who will stop what he or she is doing, smile and welcome me into their store.
Final thing: Watch out for the long lines at checkout (They usually have only one person working the registers).