Definitely confirm that they are food-grade (and yes, anything FDA approved is fine for brewing).
I made the mistake of getting a couple round, 3-gallon jobs through US plastics which I discovered afterwards were NOT food-grade and ruined two batches of beer due to plastic-y off-flavors and weird fermentations.
After researching further, I think I found the smallest food-grade buckets they carry practical for brewing are squarish 4-gallon units http://www.usplastic.com/catalog/item.aspx?itemid=30661&catid=818
. I'm going for some of these as they're great for splitting 5-gallon batches for yeast-experiments, etc.
Good tip on the bakery\grocery store!