I know you can get cheddar in some larger supermarkets such as Coop at Blandonnet, but it's hit-and-miss. Places like Manor and Globus are probably safer bets. You could also have a look at Les Halles de Rive (indoor market near Rive), but I expect that they have mainly local products. 

Recently I have used Mimolette (French) cheese to replace cheddar. It has a nice spicy flavor and melts as well as cheddar. It also has an orange color which makes it stand out in the supermarket and brightens up your dish. 

HI, Migros and co-op both sell cathederal city cheddar, its alittle pricey but you should beable to find it pretty easily

I just use emmemental, it's close enough for me...

yeah thats' true, Gruyere is a pretty good subsitute as well i've found

The American Store on rue de Neuchâtel (http://www.americanmarket.ch/) often carries queso fresco.

I will also second the comments above about Cathedral City Cheddar, which is what I usually use when I make burritos here.

You will find cheddar at Jim's British Market, in St. Genis (France) or Gland (Vaud).

Thanks everyone!

Hey guys - one more thing, where can you buy slices of Edam cheese, like the ones they use in the sandwiches at delifrance? And where can you get sliced ham?

Here is a great supplier, who will deliever by post from Zurich.

http://www.cheeseclub.ch/

This is now available in selected Migros and Coop.

try the supermarket for sliced ham and edam....

My favorite sliced cheese, available at Coop, Carrefour and most Migros. It's as creamy as typical edam or gouda, but a bit more spicy.