(For the Paleo shopping list, skip to the end)
A Paleo kitchen is remarkable, namely because if it's been a week since you went to the store, it's basically empty. Aside from spices and maybe vinegar, there's really nothing in the pantry, and the fridge is actually empty, except for any rotting leftovers you forgot to prepare.
Real food spoils. Eating Paleo means you need to go to the store. A lot.
When you're there, you'll need a plan because the canned/frozen/boxed/jarred stuff isn't going to cut it anymore, and initially, you'll probably wonder what in the world Paleo people eat!
If you like to shop from recipes, you'll want to start your Paleo endeavor with some good Paleo cookbooks (see below), or some ninja Paleo recipe search skills (see below). As an occasional recipe follower, it's actually really fun to find recipes that replicate or replace non-Paleo alternatives - some of my favorites are no-cheese lasagna with zucchini "noodles", chili with zucchini instead of beans, and anything with cauliflower "rice."
If you're more like me (most of the time), you may want to go to the store and "wing it" by picking up an assortment of whatever looks good. That said, you'll still need to think in terms of sources of carbs, protein and fats, along with what Paleo things you'll want to add to the items to make them palatable (like lemon, vinegar and spices).
How to plan a Paleo shopping trip:
1. Count how many meals you're prepping, and for how many people. Get a sense of how many servings of protein, carbs, and fats you'll need to get everyone fed without wasting excess.
2. Start with protein - Target 4-8oz of uncooked protein per meal, per person (assuming 3 meals per day, depending on protein portions). Fish should ideally be 3-5 meals per week to optimize Omega 3 intake (or supplement with fish oil). Choose an assortment of protein sources and cuts, including red meat, chicken, turkey, venison, lamb, pork, etc. Occasional organ meat is useful as a rich source of micronutrients.
3. Continue with fruits and vegetables - Target 1-2 fist-sized portions of calorie-containing fruits and/or vegetables per meal as a source of carbohydrates. In addition, target 1-2 fist sized portions of micronutrient and fiber containing fruits and vegetables. Select a variety of colors and types of vegetables, preferably local and in season, including sweet potatoes, squash, leafy greens, cauliflower, carrots, onions, etc.
4. Finish with fats - Especially if your meats are very lean, you'll need to add some fat - having EVOO, coconut oil, avocado, an assortment of nuts as garnish, etc. on hand is helpful to this end. Avocados go bad fast though, so eat them quick!
(Note: I'd suggest avoiding the temptation to use almond butter and nuts more generally as a meal replacement strategy - that can get really high calorie really quickly, without much corresponding satisfaction. Plus almond butter, and nuts in general, are quite high in Omega 6 oils, so ends up being pro-inflammatory in an otherwise anti-inflammatory diet.)
5. Go home and cook - As you get used to Paleo eating, you'll find that simple meals of a veggie, protein and carb can be quite satisfying - chicken with asparagus and sweet potato, or pork chops with roasted brussels and fruit salad. You can also get creative - skirt steak fajitas with guacamole, slow cooked beef with tomatoes, carrots, and celery, even variations on things like lasagna, shepherds pie, etc., substituting pasta with zucchini or mashed potatoes with cauliflower. Whatever you choose to do, try to keep the intent in mind - most of us are trying to establish healthier habits, not to lose weight on a crash course. Resist the temptation to make or buy "Paleo" alternatives to desserts or grain-filled dishes. Learn to love the flavors of unprocessed food without added sweetener in any form, and take this time to allow your palette to become accustomed to foods in their natural form.