Welcome to Louisville! I'm also somewhat new to the area but I have really come to love it here!
For groceries, I shop at the ValuMarket in Iroquois Manor for anything ethnic or out of the ordinary. I highly recommend it! I also go to the Farmer's Market on Saturday mornings for fresh meat, eggs, produce, honey, baked goods and a variety of other goods. They also serve breakfast at the market and have live music.
http://www.beargrass.org/market/As far as great places to eat here is my run down:
Pizza- New Albanian Brewing Company on Grantline Rd. in New Albany, In (just across the river, great pizza and brew)
http://www.newalbanian.com/Mexican- La Rosita Mexican Grill also across the river in New Albany (best mole ever! I live in south Louisville and both places in Indiana are worth the 20 minute drive)
http://www.larositagrill.com/Pub- Irish Rover on Frankfort Ave (I recommend the cordon bleu fritters)
http://www.theirishroverky.com/Italian- Le Gallo Rosso on Bardstown Rd. (I worked there for a long while and I never got tired of the lasagna!)
http://www.legallorosso.com/Ethnic- Maido Essential Japanese on Frankfort Ave (great sushi, japanese style tapas, and a nice selection of beer and sake)
http://www.maidosakebar.com/Late night- Ramsi's on Bardstown Rd. (they serve food until 2 am (i think) and have one of the most diverse menus in town)
http://www.ramsiscafe.com/Bistro- Bistro 301 downtown on 3rd and Market (nice bar & great food in a casual downtown setting)
http://www.bistro301.com/Best Happy Hour Deal- Northend Cafe on Frankfort Ave. ( On Tapas Tuesday all tapas are half off, at least they were last time I was there. Northend is also great for brunch.)
http://www.northendcafe.com/Home.htmlI think you'll find Louisville a welcoming city with much to offer in regards to food, drink, and entertainment. Again, welcome to town!