There is no such thing as one brand cheaper than the others. In general, the cheapest brands are SPAR, Lidl, Aldi, Tesco, and Auchan. If you find any of these brands, you can feel safe that you will buy most of the goods at fairly good prices. There are, of course, big differences on different goods if you compare the stores. In one, you might find cheaper meat, while another store has cheaper coffee, and a third might have cheaper bread, but more expensive alcoholic drinks.
Once again, there is not a fix answer to this question, but SPAR, Lidl, Tesco, Aldi, and Auchan are considered the best and the cheapest brands.