The deli section in the supermarket is too easily overlooked. After all, you can get most everything in the deli in the refrigerated sections of the supermarket, so why take the extra time?
First off, it's often cheaper. The deli section often has specials on things that aren't discounted in the cooler. I think it tastes better, too. A hunk of cheese cut of a big block has a better flavor and texture to it than those small, shrink-wrapped vacuum sealed bricks. I also like the human interaction. The people who work the deli counter tend to be friendly and cheerful. If I remember correctly, the deli section is somewhere you get promoted into. It's a desirable position to have. So the people who are there are the supermarket "pros" and they want to be there, so they're great to deal with. You can also get your cheese and meat sliced exactly to the thickness you want.
The thing I like to do when I go to the deli is to request "about a pound" of cheese in a solid block. I'm okay with a little more or a little less. I just don't want them to be timid with their cut. Invariably, they almost always spot on, never more than a hair's weight off. It's really impressive since they're cutting by eye.
Go to the deli on your next trip to the supermarket. It's one of life's small joys.