While in Rome, I visited Conad a good handful of times for choice items such as Baci chocolates,…read morecookies, aranciata, and Cera di Cupra facial products. I even found a Brics Milano pouch which retails at $50+ USD for only 10 euros.
I love this store so much. If you're visiting Rome, definitely buy things to take back home from here. You can find a lot of great items that may be 3 to 4x more expensive at the airport or other tourist trap spots. They also have a nice selection of food you can heat up in a small kitchenette if you're staying at the airbnb.
In terms of location, we stayed at the Hotel Villafranca, which was within walking distance to this Conad, as well as very close to the Roma termini.