Many of the UK supermarkets will deliver. It's not a service I had any interest in using other than for heavy things where it makes little difference just which individual product you get. If you want a 40lb sack of cat litter it doesn't matter if you get the top one or the bottom one but if you want something like a green pepper you don't want the bruised or wizened one.
One problem with delivery services is the notion of substitution. Sometimes it works but if you're planning a dinner party and order four pork chops it doesn't work if you get three pork chops and a rainbow trout because they only had three chops and substituted the last one. If you've got a few ingredients together to make a meal and a key one is missing on the shelves you can rethink the entire meal rather than finding the supermarket substituted one ingredient such that the entire meal doesn't work, but still brought you the rest of them.
Another trick they've been known to pull is when they have a special on. Sometimes you might find something is $5 but the special lets you get three for $10. If they substitute you get two for $10 and the third one (the one they chose) isn't included in the deal, and for good measure it's often a more expensive alternative, and so you end up paying maybe $18 for something you expected to cost $10. You can tell them not to substitute but I never saw an option that lets you say something like "all or nothing", so even if they don't offer you an alternative to the third one you still end up paying $10 for 2 when what you ordered was $10 for 3.