Yes, those do go together. First, the seafood. You probably know that seafood is often naturally low in fat, while being high in protein and has other good things like the helpful fatty acids. The price at the fresh counter is what we don't like. If you buy your seafood frozen, you get a much better deal at $3-6 dollars a pound, depending on the exact type and whether there's a sale.
Growing up in a family of 8, we always went to warehouse stores to shop. While I was an undergrad in college, I occasionally went with family to get snacks and quick meals, but that was about it. This year for Christmas, I was given a membership and so I have re-discovered how great they can be. In our area, you can get just one gallon of milk, and basic staples (oil, milk, eggs, bread, baking mix) are a much better price. Even if it hadn't been a gift, the $40 a year membership is less than what you could save on milk and bread alone.
There are a few other items that are cheaper here, too, while still being small enough quantities for two people - nuts, dried fruit, frozen meats, and frozen seafood. Lately, I really like the pre-cooked frozen salad shrimp. They are so easy to throw into or on top of anything, and at a great price. The only drawback is that they take a while to thaw, but with a little planning that is not a deal-breaker for me. We also got tilapia for something like $3 a pound. It's a 3 pound bag, so it still fits in our normal fridge, and each filet is individually packaged so it's very easy to thaw just the amount you need.