Supersize Me

A couple of nights ago, Jamie and I sat down to watch "Super Size Me". I was both blown away and really disgusted. I mean, who doesn't know that fast food is bad for you? But I guess I just didn't realize how bad and how processed and pretty much poisonous for you it is.
Jamie and I both really liked the part where they had this guy talking about a group of people he was sitting near to at a restaurant. One person was berating another at the table for smoking and of course telling the person how bad it is for you, and yadda yadda yadda. Which it is. But what he noticed was that there was an extremely large woman also at the table. But it would have been entirely inappropriate for this person to then turn around and start berating the woman for eating so much and hurting her body with the bad food she was eating, etc. Being fat and overweight is completely acceptable in our society.
In the end, I was challenged to take a look at the food I eat. I don't really eat fast food that much, but I want to cut it out all together - and I want to start eating healthier foods, foods that haven't been processed and are all-natural. Unfortunately this means a definite spike in the size of the grocery bill.
Why is it that the healthier, all-natural foods are more expensive? By calling them "all-natural", does that not mean that they are doing less to the food? ie. not processing, putting crazy pesticides, etc. into the food?
I'm sure there is more to the story, but I'd actually like to watch that movie, like once a month so I can remind myself how important it is to a) stay in shape by exercising, and b) eat properly and healthily. (Is that a word?)