1. Squamish is probably the least expensive place, but it's not very close in. Prices jack up the closer you get to Whistler. I'd bring as much as possible. I take it that you're flying into Seattle as well. If so, when you reach Blaine (the border) go north on the road that leads to the truck crossing. Continue to follow that road after you have crossed the border and it will take you to highway 1 which will take you all the way to WB (changing numbers to 99 at Horseshoe Bay).
Soon after crossing the border (5 miles?) you will come to the town of Cloverdale. Hiding behind a McDonalds on your right, and well into town, you will find a supermarket with a name I can never remember (something like "Save a Lot" or "Super Bargains" or something, but NOT Save on Foods). This place has great prices and quality for produce which is something you can't take across the border. You could do all of your shopping here if you want.
2. Can't help you here. I just go to WB for a day or two now and again and have never used a shop.
3. The skiing in our region has been pretty poor lately. If there has been some new snow Baker, Stevens Pass, or Alpental would be your best bets, Crystal is too far to reach from W/B in a day. If you choose Baker drive on Highway 1 right on past where you got on and continue to Abotsford where you head south about 1.5 miles to the border crossing at Sumas, WA. From there you take a local county road (Dufy Hill Road, I think) until it intersects with the Mt. Baker Highway (WA 542) which you follow east to the ski area.
The drive to Baker is windy but well maintained by the WSDOT. Stevens Pass is on US 2 and since it is a cross state highway it is well maintained. Snoqualmie Pass (Alpental) is on I-90 which can be the worst, even though it's the lowest elevation, because of the large amount of trucks on this route.
Hope this helps.