It depends on the company/store. I applied through the web portal that we have, but that's not to say that I've had people hand me CVs and ask if this can be handed to the manager, or whether there's any vacancies going.
[I should note that I'm a Sales Assistant, and that I'm 18]
What I've found works best that makes an impression is to have a look at each company/store's policy, but don't be afraid to wander into a store and ask! Just make sure that you're speaking so someone who can help. Ask for the manager/assistant manager, if they're free and introduce yourself. Handing in your CV is all well and good, but if when the manager is looking over your CV and goes 'Oh, yeah, <NAME HERE>, I remember him/her when he/she said hello to me' makes a massive difference.
I've seen far too many people drop a CV onto our counter and walk out. For some companies/stores, this is OK, but where I work, we don't do things like that. We want to see that you want to work for the company and our customers, not for the money.
Sorry for the long post.