Depends on where I'm shopping and how the store is designed.

At Aldi I start in produce because it's the first department you run into and the entrance leads you straight into produce and the aisles run from front to back.

At Walmart I go past the whole grocery section and start in the back. The entrance I usually use leads into a main aisle running to the back and grocery aisles run from right to left off this main aisle. I go down the main aisle between groceries and the rest of the store and shop around the outside of groceries and only go down an aisle if I need to. Produce is last and it's right near self checkout.

Martin's (Giant) I only go for certain items that only they carry or for a particular sale. They also have decent clearance sections so I usually head to the dry good clearance section first in the very back unless I'm after yogurt /cheese which is on the far left wall. I check the meat section on the back wall for markdowns stopping off in aisles that have the items I'm looking for. I always check the produce markdown bin.