No, we alternate between Asda, Sainsbury, Tesco and Morrison and are happy with that, as we go weekly, so we cover all four over a 4 week period.
We buy the bogof/6 pack style of offers on the main brands at whichever or the main supermarkets have the offers on (there'll always be one of them with offers for all the main brands we buy) and so we usually have a few weeks' of all the main staples in our cupboards. If say tesco don't have the 6 packs of Heinz beans on offer, we don't buy any and wait for next week to see if Asda are doing that offer, etc etc. You soon get into the routine/habit.
We like Sainsbury as they have a wider range of "branded" stock items like MrKipling cakes, so we buy things there that we can't buy in the others. They also have a far superior "bakery" than the abysmal attempts of Morrisons and Tesco! We also like the main stores as we sometimes buy a few items of clothing when we do our weekly shop (i.e. utility jeans, t-shirts, etc) so it saves us having to go into the town centre.
We also, maybe once a month, go to B&M Bargains or Home Bargains for more unusual things that the main supermarkets don't sell, such as less popular flavours of soft drinks, different brands of crisps, better ranges of sweets, etc., and also the "homeware" type of goods like diy bits & pieces, car accessories, etc.
We go to Aldi or Lidl maybe once or twice per year, never really impressed as there's no consistency as to what they have - we've found you can't go in with a shopping list and expect to get even half of what you need for the weekly shop. We've found it's all about what they want to sell you that day, rather than what you want to buy. That's OK for people who don't plan meals or happy to go to another shop for everything else, but for us, we don't like shopping and don't have time to go more than we need to, so we want the shop to have everything we need for the week. As far as our local Aldi and Lidl go, they can't do that for us. It's also why we like the "everything in one store" philosophy of the main supermarkets, i.e. fresh fruit/veg, clothes, fish, butchery, bakery, medicines, magazines etc.