The idea behind the grocery game is that you pair up your coupons with stuff that's on sale so you get really good deals. So you hold the mac n cheese coupon that's 50 cents off for when mac and cheese is buy one get one free at the store and you save even more. The people that are the most successful with the grocery games are ones that can get multiple coupon ads per week, live near stores that double coupons, and people that buy a lot of stuff for which coupons are issued.
I did a trial run on the grocery game and it was "ok" - my stores don't double, my newspaper doesn't offer a double coupons option and I didn't have anyone else to get coupons from, and I actually don't buy lots of coupon'ed things.
It can be a big savings though if you have the positive factors going for you - also if you are flexible on brands of laundry detergent, toothpaste, etc you can save a lot as well.