When I was pregnant, I shopped for a stroller based on my market shopping needs. It needed to be sturdy with plenty of storage. Rain protection was a bonus.
We bought this Dreamer Design jogging stroller from a city friend and I am amazed at how much storage it has - pockets in the hood, pouch and water bottle pockets on the back of the seat, and a big basket under the seat. I also hang stuff on stroller hooks. The rain shield zips in and out of the hood - so nifty.
Here's a recent market haul, a little on the small side, but I go past market frequently because of taking Genevieve to preschool, so it is easy to pick up more groceries as needed.
The stroller fork snapped a few weeks back, and I was scratching my head about market shopping (ok, actually, I was wailing as if the world had ended and then shopping for a new stroller when Ben is two-and-a-half and getting big enough to walk all the time) and my patient, clever husband fixed it with J-B Weld. Their tagline is "don't scrap it - J-B Weld it!" Amen.