Super K-Mart
Super K-mart, frequently referred to simply as "Super K", is on Leavitt Road (OH-58) in Lorain, just north of the border with Amherst. Most people consider it to be in Amherst since it's not falling apart or frequented by roving gangs of vagrants like Lorain. You can get anything there, for unbeatable prices. Plus, it's not Walmart. It's open 24 hours a day, and is worth the trip at 3 am just to see the kind of people that go to Super K at 3 am.
It has been reputed that it is the ninth largest Super K in the country, in terms of square footage. I dunno if it's true but it certainly seems like it could be; the place is BIG. It's also understaffed enough that you and your friends can get away with running around the place like maniacs at 3AM.
Though they sell alcohol (well, beer and wine) they do not sell alcohol overnight (between midnight and 6AM, if I remember correctly) or on Sundays.

