In your analogy, where the grid corresponds to roads and railways, the equivalent of the supermarket or farm is a wholesale electricity provider or power plant, right?

In Massachusetts you can absolutely comparison shop for specific power plants or sets thereof as an individual, at least to the extent of explicitly picking which generation company your money goes to by default. Of course in the end the way the grid works these companies end up effectively buying electricity from each other as needed... So this analogy only goes so far; supermarkets do not usually buy food from each other, I'd think.