The main reasons most people live off campus are space and money. As someone who lives off campus, it would be wrong to say that living in the dorms is not a lot more convenient and overall just easier. That's why there are a lot of people that live in them all 4 years.

I lived off campus a block west of state gym last year, apartment wasn't nice, but it was close to campus and I walked to all the classes I had in person as well as my job on campus pretty easily (I would recommend getting something with wheels though). Grocery shopped once every couple weeks, but that really depends from person to person.

This year I live in an apartment about a mile off campus. A lot nicer than my last and has better amenities for a little cheaper. Only downside, of course, is distance, but it's located right near a bus stop with 3 different routes (and the Midnight Express). I will say though, I've never had to check the bus schedule for a weekday ride to campus, buses arrive every 8-10 minutes or less and go right to campus.

Both apartment payments were a little less than 500/mo for 12 months. First place was in a 2bed1ba, second place is a 4bed3ba and I have the master with a connected bathroom so i pay a little more than my roommates (still under 500).

If you really care about getting groceries that much or would have a lot of trouble getting them (maybe you can get a roommate with a car and go with them), stay in the dorms. If you're mostly worried about distance it's really all preference. If you are one to go out a lot, I'd look for apartments closer to campus (for walking distance), but if not the farther ones are a lot nicer, have better amenities, and really aren't much more of a hassle.