First I want to say I participate in a CSA as well, and I love the fresh veg and stuff I'm getting. I also buy local meat when I can swing it and am still working my way through a side of beef I bought from a Vermont farm. I'm in favor of supporting the local economy and local farmers and smaller farmers.
That being said, I just wanted to comment on these few points:
* Food safety - knowing the producers, their philosophy, their ethics, their standards gives me more confidence that what our family and friends are eating at our house is safe(r);
Even Vermont processors are not immune to unethical treatment of animals. There was just recently a case in the northeast kingdom, I think it was, about animal cruelty charges being brought against a meat processor there. Still, you're closer to the source, that's for sure, and you get to actually meet the farmers, that makes a difference to me, too.
* Health - Am I imagining that I actually have more energy because I'm eating fresh fruits, vegetables, breads and cheeses that are "still alive?"
Yes and no. Other than with a few water soluble vitamins and some that are destroyed by light, if I remember correctly, there is no evidence that most fresh vegetables actually provide more nutritive value than, say, frozen ones. Sure, picking fresh corn right off the stalk and eating it that night or the next, gonna have more in it. But corn that's sat around more than about a day, it's going to have less nutritional value as any canned or frozen product you can buy. Also, the corn that sits around for more than 2 days loses a lot of its flavor as the sugars turn to pure starch. Whereas the canned/frozen products are canned/frozen within 24 hours of picking, and so have retained their sugars/other nutritive values (if not their flavour).
If you're picking from your OWN garden, and cooking immediately, then yeah, you're getting a better deal. Yes, tomatoes from your CSA are probably fresher than the ones in the grocery store by a long shot (even the ones in grocery stores that stock local produce), and probably have more vitamin C (which erodes from food quickly). But for the most part, things like, say, broccoli are going to retain the majority of their nutritive value for rather a long time. So what you're getting in the store or from the frozen foods section is going to be as nutritive as what you get from your CSA.
Flavor is a whole other issue. Of course fresh fresh produce tastes AWEsome! That, in turn, might induce you to eat way more of it than you might otherwise. THAT can't help but provide health benefits (the typical American doesn't get anywhere near enough fresh veg and fruit). So yeah, maybe there's health benefits, but more like a side effect, because you're eating more veg, than because the veg itself is healthier.
BTW, I'm not interested in arguing about the conclusions of this with people are absolutely and completely convinced that local food is better no matter what. If you have some actual evidence to present, I'm more than happy to reconsider my conclusions, but I have actually spent a little (not a lot, but a little) time looking into this for my own better understanding, and I've been content with what I've learned thus far and the conclusions they've led me to. However, I also realize new information and new understandings come about all the time, and I'm perfectly willing to be convinced by new information. I am always willing to be wrong, but I'm not going to just roll over on something because someone's aunt cured her cancer once by eating nothing but tomatoes from her garden.