Not convinced about Waitrose delivering to SE1 (well, they won't to me anyway). Tesco, Sainsbury and Asda do deliver to SE1 though and maybe others do too. Costs £5 to deliver so obviously not worth it for packet of crisps.
I like to buy the heavy, mass-produced stuff over the net every so often and visit local shops for the rest, and take a walk to Borough Market at the weekends for treats. Can only speak from experience but there's a couple of pretty decent shops in The Cut which are **always** open) and I bet there are plenty elsewhere.
Please support Iceland! Its turnover is not apparently enough to satisfy its bosses, but it is a very useful local facility. Otherwise you are reduced to using costcuters: OK but they don't appear to me to cut many costs.
Anne - I think I must be Iceland's best customer. I agree - it is very usefyl and actually very good for fresh stuff too.
The problem is that they have started closing at 6pm. It is always packed at 5:55pm but the 'bosses' appear not to realise that they are probably shutting the shop for the most lucrative hour of the day, 6-7pm.