Lonerism, as one who works in security and went to college for Policing, I know a fair amount about profiling and loss prevention.
Unfortunately, the first thing that they teach you is 'trust your gut'.
If one of the undercover loss-prevention people spot someone looking nervous or anxious, they hone in on them like a moth to a flame.
It's just that simple. You feel anxious, thus you look anxious. You're probably not a professional actor, so I'll bet that your palms get damp, you swallow too often and too loudly, you're always breathing heavily, looking around for threats...
Unfortunately, 99% of 'normal' society won't know how to interpret those signs as symptoms of what we face.
As for how you should present yourself... dress as if you're going to a job in a casual office setting. No tie or ultra-polished shoes... but put on something one notch above the typical style worn by customers in the shop you visit. Or four notches above in the case of WalMart.
Second, drown out your surroundings. Bring an MP3-player loaded with soothing melodies. Try to focus on the tunes as you're cruising the aisles. And just look at the goods, not your surroundings. The more you look around, the more people are going to SEE you looking around, and that'll raise a flag.
Third, if the above two things still don't work, and you find yourself being followed around again, or out of the store, then CONTACT THEIR SUPERIORS (via e-mail of course). Tell them about the repeated harassment that you're facing, and that, as a LOYAL CONSUMER TO THEIR STORE, you would appreciate if their staff didn't blatantly infringe on your human rights by constantly (silently) accusing you of theft. Also, threaten them by saying that, if that pattern of treatment continues, then you're going to go to the media and pursue legal action.
Really, you might not think that last course of action would do any good... and you'd be incorrect. Store policies change all the time, and for establishments that supposedly take pride in their customer service, doubly-so.
Oh... and don't use the self check-out areas. Only thieves and old people use those.