According to Local Harvest, "by doing so you'll be helping preserve the environment, and you'll be strengthening your community by investing your food dollar close to home. Only 18 cents of every dollar, when buying at a large supermarket, go to the grower. 82 cents go to various unnecessary middlemen. Cut them out of the picture and buy your food directly from your local farmer."
It takes approximately seven days for produce to arrive on the shelves of a supermarket. During that time the produce is losing its nutrient value. If you are purchasing produce that was grown in another country, the time of transport is even longer. Think of the fossil fuels that are being used to transport all of that produce and what that is doing to the environment.