MY INGREDIENTS ARSENAL:

I have compiled this list of ingredients that have become a staple in my life. The Paleo shopping lists I have seen on other sites are very basic, and only have, in my opinion 30%-50% of what you will need to complete awesome recipes.

Let's start off with spices. I never used to have any spices. I surely didn't know what spice did what, and now that I use them everyday, I have probably 45 spices in the cupboard. I buy a majority of the spices at Sprouts Market's. They have a spice section that you can buy an ounce at a time, and for a decent price, especially when your starting out and experimenting a lot. The ones I use the most are noted with an"*".

SPICES:

Garlic Powder*
Onion Powder*
Cinnamon* (I use Saigon Cinnamon)
Ground Thyme*
Ground Cumin*
Ground All Spice
Sea Salt* (Course for Grinder or Fine)
Cream of Tartar
Ground Black Pepper*
Ground White Pepper
Fennel Seeds
Ground Fennel
Ground Sage
Yellow Mustard Seed Powder*
Arrowroot Powder*
Basil*
Bay Leaf (Whole or Ground)
Black Peppercorns* (Pepper Grinder)
White Peppercorns (Pepper Grinder)
Cacao Powder
Cardamom Powder
Cayenne Pepper*
Celery Seed
Cilantro (Dry)
Coriander Powder
Crushed Red Pepper Flakes
Dill Weed* (Dry & Fresh)
Ginger Root Powder
Ground Cloves
Habanero Powder
Himalayan Pink Salt*
Horseradish Powder
Jalapeño Powder*
Kosher Salt
Pure Vanilla Extract*
Chili Powder*
Nutmeg Powder
Paprika*
Parsley* (Dried)
Pumpkin Pie Spice (Cinnamon, Ginger, Clove & Nutmeg)
Rosemary Leaf* (Dried)
Sage
Turmeric Powder*
Wasabi Powder* (Make sure it is 100% pure Wasabia Jaconipa)

OILS & FATS:

It's best to choose Fats & Oils based on these few points:
1) How are they made? Choose only naturally occurring, minimally processed selections first.
2) What is their fatty acid composition? The more saturated they are... the more stable and less likely to be oxidized or damaged.
3) What is the smoke point? This will tell you how hot is too hot before you will damage the fats.

Oils/Fats                               %SFA*               %MUFA**          %PUFA***          Smoke Point - Unrefined/Refined       
These are the most stable fats and recommended for high-heat cooking.
Coconut Oil                               86                        6                            2                           350/450
Ghee/Clarified Butter            63                       26                        .03                          300/480
Cocoa Butter                            60                       35                            5                               370
Tallow (Beef Fat)                     55                       34                         .03                              400
Palm Oil                                     54                        42                         .10                              455
Lard/Bacon Fat                       39                        45                         11                               375

These are OK for low-heat cooking and are only moderately stable fats.
Avocado Oil                             20                         70                          10                              520
Macadamia Nut Oil               16                         80                            4                              410
Olive Oil                                     14                         73                          11                              375

These are not recommended for cooking, and especially while on the Paleo diet.
Safflower Oil, Sesame Seed Oil, Canola Oil, Sunflower Oil, Vegetable Shortening, Corn Oil,
Soybean Oil, Walnut Oil and Grapeseed Oil.

* %SFA-Saturated Fatty Acid
** %MUFA-Monounsaturated Fatty Acid
*** %PUFA-Polyunsaturated Fatty Acid

Nuts & Seeds:

Almonds (Raw, Meal, Flour, Milk, Butter)
Cashews (Raw, Meal, Butter)
Pistachios (Raw & Unsalted)
Sunflower Seeds (Raw & Unsalted)
Macadamia Nuts* (Raw)
Hazelnuts (Raw & Unsalted)
Pecans (Raw)
Pine Nuts** (Raw)
Brazil Nuts* (Raw)
Pumpkin Seeds-AKA Pepitas (Raw & Unsalted)
Walnuts** (Raw)
Chestnuts* (Raw)

Even though nuts and seeds are loaded with vitamins and minerals, most nuts and seeds should be consumed to a minimum. Most only contain lectins that can irritate the lining in your gut. Also, most nuts contain phytic acid that binds to minerals and will block their absorption of those minerals. Finally, most nuts are very high in total polyunsaturated fat and in Omega-6 fat, two things that should definitely be kept to a minimum. 

* - Macadamia Nuts are high in monounsaturated fat, which is healthy even in high amounts.
  - Chestnuts are starchy and very low in polyunsaturated fat, they are a healthy source of
     healthy carbohydrates.
  - Brazil Nuts are high in omega-6 and total polyunsaturated fatty acids, they are also
     extremely high in selenium and useful for small amounts of selenium.

** - Walnuts and Pine Nuts are some of the worst nuts in terms of fatty acid profile, but still acceptable on the Paleo Diet.

Meat, Seafood & Chicken:

Not everyone will be able to buy the same brand product or the same quality, so you will need to shop around until you find the product you like best. This is a short list of what I purchase, where I purchase them at and where are my favorite places to get them.

Whole Foods:
Whole Foods has the best meat I've found yet. It is Step 4, grassfed and pastured. It is a little more expensive, but it's totally worth it. They have 2 types of ground beef, 85%-15% lean and the 93%-7% lean. I always choose the leanest. They have a great selection of different cuts.
WF's also has step 3 organic chicken at the butcher counter, or they have packaged, organic skinless breasts also.

Ground Beef:
Whole Foods has Step 4 beef, that's all grassfed with no hormones or antibiotics. It's a couple dollars more per pound, but it's so worth it. They also have 2 different fat percentages, one 85%-15% lean, and 93%-7% lean. I always choose the leanest. You really shouldn't consume anything more than 85%-15% lean, and always stay away from meats that are not grassfed/pastured cows.

Ralph's Markets. They have their own brand, "Simple Truth" and sell Organic grassfed beef, 85%-15% and 90%-10% lean. I have tried both and it is really good.