I used to lift a lot of booze when I was younger. I would also buy things at the same time so I looked more ordinary. Leaving the store with shopping bags always helps. I would normally do it in pairs with a friend. I would have my backpack on the keep watch, when I told them to go they would load as much drink as possible into the bag. Then we would buy some small things and leave.
I only ever stole consumables. Oh yeah, I used to live in Germany and when you shoplift any food there under the amount of 15 euro, it's refereed to as "mouth theft", which is not a crime. If you get caught they just give you a slap on the wrist and some food stamps, so you technically profit. A fairly handy policy - you can't be done for stealing a load of bread if you're hungry (or booze if you are an alcoholic, for that matter).
The few times I haven't stole booze or food it would be small things from places with little or no security. Preferably when the place was packed with people.
I stole a sculpture from an art gallery once by talking on my phone next to it for a full ten minutes before making the lift. Then I came back two weeks later and did the same thing so I could have the counterpart to the thing I took.
Dressing correctly is also essential. If you look poor then you fit a profile and will be under watch. Dress smart, look distracted/bored/vaguely pissed off and you have good chances.