First two: fine.
Third: I went to the store and didn't buy any bread. You don't need the comma after store because the second phrase does not have a subject. However: "I went to the store, and I didn't buy any bread."
Fourth: fine.
Fifth: Yes, a comma (I assume you only meant to type one :) ) is necessary after "when I went to the store." I was taught that a long introductory clause should be followed by a comma for clarity. (I forget how long; I seem to remember "more than three words" but
this link says five words.) However, in the modern rush to eliminate the time-squandering comma, this rule seems to be going by the wayside.