So when I'm faced with the prospect of standing in a long line at the exit to have yet another person rifle through my property, I dodge the line and head for an unused automatic door, countering an insistent “Sir, can I see your receipt?” with a polite “No, thank you.”
I've gotten so used to this trick at Fry's Electronics that I don't really think twice about it. You see, Fry's doesn't trust their underpaid staff manning the cash registers to actually do their jobs right, so they post a door guard to ask people walking away from the registers carrying plastic bags to let them verify that all of the items in the bag were rung up on the receipt.
But this verification step is purely voluntary. Merchants basically have two rights covering people entering and exiting their stores. They can refuse to let you enter the premises and/or to sell you anything, and they can place you under citizens arrest for attempting to leave the premises with any property that you haven't paid for. But the second you hand over the appropriate amount of cash, they lose all rights to the items. They can't legally impair you from leaving the store with your property.
Apparently the employees of my local Best Buy aren't very familiar with annoying pedantic individuals who will choose principals over convenience when walking out with a shopping cart full of expensive home entertainment gear. I manage to get about 5 steps out the door before the door guard catches up to me and grabs my cart, with the “sir” in his “I need to see your receipt, sir” somehow not very complimentary. This is apparently a stalling tactic, as shortly a few more blue-shirted employees make a move to block me from making any more progress toward my car.
We do half our grocery shopping at Costco (mainly non-perishables and gasoline) and while I like it way more than Wal★Mart there is an aspect that I can't stand about the store, and oddly enough, it isn't their receipt check when leaving the store.
No, it's their insistance on checking for your Costco membership card upon entering the store. Not only does it seem redundant  since you have to use the card to purchase the items, but I then have to dig the card out of my wallet and show it to the employee who's job is to interrogate each incoming customer about the presence of the Costco membership card.
Fortunately, tonight there were several people all headed into Costco so I took a chance and rushed right past the employee who's job is to interrogate each incoming customer about the presence of the Costco membership card. As I flew on by, past the 72″ HDTVs for sale, I could hear someone calling out to me, trying to get me to slow down enough to be interrogated for the presense of my Costco membership card—well, it could have been me, or someone else taking advantage of the crowd to slip past this employee. Me? I kept going and didn't bother looking back until I was well past the microwave ovens and deep into the petfood section.
 I realize it's their way of making sure that you have the card and waste your time shopping only to find out you forgot it, embarrassing you as you stand there in the checkout line all cardless and what not, and have to put everything back, or their time in putting everything back. I just find it annoying.