This one is hard to miss. You should see it on your first way to the residence. It's the big Supermarché on the right (when you're heading towards Sophia in a TAM 230). But it can take some time to figure out, that there is a Petit Casino just around the corner*.
Supermarch offers you more or less everything you need to survive. This includes not only cheese and wine. Everything you need to clean your room (including hardware), prepare meals, do homework and so on. The prices are more or less acceptable. There are cheaper shops, but none of them is as near.
One advantage of Casino is that you don't spend an hour in the queue. First, there isn't such a big crowd of clients here. Then, there are some self-service checkouts. You use cash, credit cards and fidelity cards.
They sometimes have what they call bazar. A set of random items offered at 1EUR. Or whatever they see as really cheap. While a lot of it is useless, it's always worth investigating if you can find something for you there.
When it comes to Petit Casino... You can go there in a few minutes. Just go uphill on the nearest roundabout (rue Paul Cézanne), turn right to the parking and keep going uphill. But my advice is: don't. Despite the same branding, they have way higher prices on many of the products.
* - assuming you live in one of the student residences: les Dolines, Isaac Newton or Saint-Exupéry