In the case of Costco and other "membership" stores, one could argue
that by joining, one agrees to the practice. So there, I let them check
my receipt on the way out. Anywhere else (e.g. Best Buy, CompUSA), no
way. I've never had one press the issue--if I ever did, not sure I'd go
through the money and trouble to file suit, but I certainly would
return anything I had purchased that visit and not come back.
Now if the stores wanted to post a sign saying I'm subject to search on
leaving, I'd just not come in. But search me on the way out, after
having purchased items, with no prior agreement? No way. In fact, I'm
angrier at the sheep that let them than at the stores themselves.