We usually go together, but dh walks around with the kids while I do the actual shopping.. We go twice a month for the majority and on avg. at least once a week for things we run out of or forgot(like milk)
I do it myself. Usually I'll go on Mondays after I clip my Sunday coupons and make my weekly menu. If it's a week where I don't do a menu (which has been the norm lately) I'll be at the grocery store several times during the week.