That bit about not stopping for receipt checkers is true only in some states. I've been through this discussion a couple times, with real lawyers contributing, and in some states the security guard does have the power to detain you on only a suspicion of theft.
In California, the guard must have actual knowledge you are committing theft, which pretty much means he has to have seen you put it in your pants. Just this weekend I walked out of Frys without stopping, just by not acknowledging their checker dude. He didn't even say anything.
But find out your local laws before trying this one.