It is really easy, but don't bother with things like clothes etc. Thats just asking for trouble - and pretty pointless if you ask me. Charity shops are cheap enough for clothes etc if you're a student.
Food shopping is another matter. Keep in mind that supermarkets waste tonnes and tonnes of food so I feel that as a poor, starving student, I'm entitled to freebies.
Take a shopping bag in with you, not one from the shop you're going in. Put something in it, like a book or something so it looks like you've just been to another shop. Go an get your shopping. Slip everything into the bag, do it quickly, don't hang about in one area for to long.
If you see a security guard or a member of staff looking at you, just put the bag on the floor and head for the door. They have to just let you leave. If not, you have you bag full of lovely food (and a bottle of wine if you fancy it), and now you just have to get out of the door.
The best way of doing this is to get past the tills, as they're usually the last point of exit before the doors themselves. It takes some guys to just walk past a till at the top end of the row of tills and just carry on walking down towards the exit. It is easy once you've done it a couple of times though. You can always have a chat with the person on the till......ask them where the lost and found is or something........just a question, any question, and when they answer, smile, say thankyou and keep on walking.
Security is usually located by the doors, so if you're walking out with other shoppers with bags then you're fine. Don't look guilty though. Pretending to have a converstation on your phone helps with this. Pretend to be having a funny chat with a mate.
Of course, you can always buy something really cheap as an excuse for going through the till........looks a bit dodgy though, if you have a bag full of stuff from another shop and you only buy a loaf of bread or a pint of milk.....
if you're headed out and security block your path, keep walking but not towards the door. Ignore them (being on your phone helps with this) but divert back into the shop. Put the bag down anywhere (preferably on a shelf) and then head out. They have to show you had an intent not to purchase. You could just say you realised you had forggoten your wallet or something. They can't eep you in the store.
If you've made it out and then they come up behind you and ask to look in your bag, say "Yeah, sure". Let them look. Say, "I've just been to...... (where ever the bag you've got is from) and I was just having a look at your reduced section"........
They'll say "Give the things back to me"........you say "oh piss off mate." and leave. They can't do anything. Just take care to get on the road towards home quickly. Chances are they won't call the police, this happens all the time and they really don't bother, but make tracks just in case.