For delivery, https://ocado.com/ are rather good - they deliver Waitrose own brand, along with their own and a bunch of branded goods (it'll be M&S from later in the year) with hour timeslots, and are pretty flexible with delivery (although you may need to call and verify if it's a location they've had problems with before - whether rental properties or hotels).

But really, it depends where you're staying. The Bath Road hotels have a number of direct bus services to the surrounding suburbs, as do the couple at Hatton Cross - no need to head back to the airport first.

And then, it depends on what supermarket you're after...