For those of you visiting Cabo or living in Cabo, the place I like to go is "Lizarraga Bodega Frutas y Verduras". They have several locations in Cabo San Lucas and San Jose del Cabo. Everything is priced in pesos but they are set up on a computer system that will convert to USD. Also, remember that 1 Kilo is equal to 2.2 lbs. Produce purchased here is much cheaper compared to the local grocery stores like Mega and Wal-Mart.
Directions in Cabo San Lucas: Go into downtown Cabo. Take a right onto Miguel Hidalgo (The English Church is on the corner of this intersection). Go about 15 blocks and take a right onto Rosario Morales. Lizarraga Bodega is going to be on your right 2 blocks down. There is also a fantastic Panderia right next door. They have delicious coconut donuts! There is also a Panderia across the street but I honestly like the one beside Lizarraga Bodega. There is no signs out front but here are photos to show you what to look for.