I also hate stores that insist on checking your receipt as I leave, though I have a good strategy for dealing with them-- I just smile sweetly at the minimum-wage security guard, say, "No thank you", and don't stop walking.
Tonight a cosmic ray invaded my brain, and for the first time in years I thought it would be a good idea to go to Costco. I could not possibly have been more wrong. The only saving grace was that it wasn't completely mobbed, so I had room to zip around the people who were out for a nice Sunday stroll with Hummer-sized shopping carts and 55-gallon drums of ketchup.
Of course the guard insisted on checking my receipt. I smiled politely and declined. He followed me. I explained that while I appreciated his offer, I didn't want to have my receipt checked.
He then took hold of receipt and attempted to yank it out of my hand. I looked him in the eye and said, "I do not want to have my receipt checked, thank you", and attempted to keep walking. He wouldn't let go, and of course my stubbornness kicked into overdrive-- there was no way that receipt was going to leave my grasp.
He eventually realized that it was futile, and contented himself with a quick glance and a swipe of the highlighter.
I don't think I'll be going back.