Mexico City - Bread
select all you need, then pass by the counter where they will wrap it up for you. You pay at the cashier later.
All supermarkets also carry different kinds of bread varying from white bread, to wheat, to 5-10 grains. Even 'Schwarzbrot' and 'Vollkornbrot' can be found in Walmart for example.
There are many bakeries spread around the city called: El Globo. They sell fine pastries and bread.