My textbook (Minna No Nihongo I ch. 22) gives:
(The supermarket I always do my shopping at has cheap vegetables (for sale)).
I'm guessing this is ok actually, and it might be better than
(The supermarket I'm always doing my shopping at has cheap vegetables (for sale)).
However when I solved it I rather wrote:
(The supermarket where I always go to do my shopping has cheap vegetables (for sale)).
But now I'm doubting this a little (such is the nature of the very immature student of Japanese, without tutor): maybe the -iku actually modifies the noun too much in the "traveling" sense of "to go", and this does sound a little off?
Maybe Japanese just say
Although this may sound like I always buy the supermarket.
I feel like I will learn a lot by just asking this and asking for the best type of nuance, because noun modification is a little scary in that I don't know how the end result might feel like.