1. TIMING. Avoid times when the store is crowded. It's stressful for you and the kids, and will take longer. Avoid times when the kids (or you) are tired and hungry.
2. BE PREPARED. Making a shopping list will help you get through the store faster with less distractions. Take it a step further and map your course through the store, it will save you time and money!
3. BE KID-FRIENDLY. Use the kiddie carts in the store. Bring snacks and toys to keep them occupied. Hand your child items to place in the cart. Talk about the items you see, let them help make simple decisions: "Should we buy green or red apples today?" Let them help put the items on the conveyor belt at the check-out.
4. SET CLEAR EXPECTATIONS. Let them know what you expect of them before going into the store, and what rewards/punishments there will be. This might be time consuming at first, but as you are consistent, they will simply know what they should/shouldn't do. Give lots of praise for good behavior and let them know how much it helps!
For more ideas you can check out this article on WebMD: http://www.webmd.com/parenting/features/grocery-shopping-kids