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Have you done any market research?
PeaPod
homegrocer
freshdirect
Many attempts to do this did not survive the dot com blowup!
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There was an article in our local paper that Roche Brother's now think it would be profitable after doing this after what they learned after their first failed attempt.
http://shop.rochebros.com/
Can't find the article, but will continue to try. 24 mechanic is the way to go for a business.