Mercodona
This supermarket sells everything you'll need for your holiday. It's just on the other side of the main road in the Marbella direction (East) and is within easy walking distance (as long as you don't buy too much). Closed on Sundays
Petrol Station
The local petrol station has long opening hours and offers all the basic provisions and more. It's only a short walk in the Marbella direction (East) and on our side of the main road. It also sells frest bread (try the brown croissants in the morning, they're great!), they also sell lovely orange juice, freshly squeezed while you wait.
Carrefour
There is a huge Carrefour hypermarket just our side of Estepona at Km 156.9, here's the link to a map with it market:-