The Olympia Food Co-ops are great! The Westside one is much smaller the the Eastside store. They are like Whole Foods, but on a much more "1970's health food market", smaller, intimate scale. You'll find probably everything you need there for healthy eating. They do special orders also. We shop there primarily, and while the larger chains have organics, they often come from other countries and aren't as good of quality (IMO). Fred Meyer (owned by Kroger) does have a large organic dried goods section and they often have good sales however.
The TJ's is probably listed on their web site as in Univeristy Place. It's a 40 minute drive - in good traffic ie. non rush hour - from Olympia. There is a rumor that TJ's is opening in Lacey, near the new Cabela's, but nothing has been announced officially yet. We know many, many people (including ourselves) who drive to TJ's at University Place once a month or so to stock up!
There are also a few Azure Standard buying clubs in the Olympia area, for bulk items and such. There's also a organic, free range meat buying club.
The Farmer's Market is great also! The smoked salmon there is the best I've ever eaten. I definitely agree that going early is the best.
When we first moved to Olympia last summer from Seattle, it was a bit of a shock for grocery shopping (and other shopping, but that's another thread!). I was used to running to TJ's, PCC (local Seattle Whole Foods type store), and Whole Foods when I wanted, multiple times per week. I found that once I figured out where I wanted to shop here, it just requied me to make a detailed list for TJ's, shop there once per month, and also to appreciate the uniqueness and quality that Oly Food Co-op provides. Yes, you have to write down the produce sku's for the volunteer cashiers....but, the quality of the produce and support of mostly local farmers makes up for any small inconvience! It may not be as easy to find things at OFC as it is at Whole Foods, and they may not have the convenience foods and beautiful bakery that WF does, but I've found that other than convenience type things, all the food we bought elsewhere can still be purchased at OFC.
Just reread your post and this part: free-range chickens, whole grain breads, foods with no preservatives. You'll find all these things at OFC!
Happy shopping!