I have four sheets total - one for wal-mart/drugstore items and three for the grocery. It is nice if you organize your grocery list by category and then list your categories according to your store's layout. My list includes - bakery, produce, pantry items, canned goods, refrigerator and freezer.
Make your self some little clips to hang your lists on the fridge. Glue a magnet to a clothes pin and you're all set.
When you are ready to make your weekly trip to the store, add any extra items you might need, paper clip your sheets together and off you go!
And guess what? As you put items in your grocery cart, you can wipe the check mark off! :-)