it all depends what your shopping for
Eroski is good (nearest Nueva Condiminium, Murcia on the A7 towards alicante or Cartagena)
carrefour in cartegena is also good
hey are more hypermarkets so they are like tesco extra stores I would say Eroski is slightly cheaper then Carrefour
Closer to home:-
Mercadona in Puerto Mazarron or in Alhama - geat for the fresh fish counter
Upper in Puerto de Mazarron - stock quiet some UK brands in you want them
Lidl in Puerto for the beer and wine and special offers often same as in UK
Consum in Camposol - not bad but not for a big shop - not the cheapest and rather limited products