Right on the main street that circles the harbor, just south of Anthony's Italian restaurant. It has all the essentials... more than a convenience store. It's a real market. We provisioned there.
There's also two ice cream shops, and a second-hand store that has some nautical stuff along with a lot of antique junk, and a sprinkling of whatever nick-naks they think will sell. There's local color in many of these shops and Onset is a nice place to stroll.