Sacramento Chinese bakery/supermarket?
I've been in ABC Bakery (on Florin Road just west of Freeport Blvd.) a couple of times, and it has tolerable bao. There are a couple of places (J&D and TNT) on Stockton Blvd. just south of Fruitridge. Unless somebody else pitches in, though, you're on your own as far as quality and selection.
As for supermarkets, Shun Fat is the biggest, and I tend to end up there. Wing Wa is a little further north on Stockton Blvd., and has a pretty good selection. And there's a place on Freeport Blvd. that I can't remember the name of (King's?) that sometimes has hard-to-find items. Lots of others as well, but I haven't been impressed...