One thing about #9, though, is be careful how you buy items legit. You want no paperwork following you, so use cash, of course. In any way they can find to put your identity together with their surveillance (or whathaveyou) won't be good. You'll have to burn any bridge there and consider the place "hot" for a while after anything you do. I'm a nerd and consider such things on a "cooldown timer." You need to consider the actions and their resultant consequences in a similar manner.
As Cain said, confidence is key to most of this. Hone acting skills to some degree. If you play the plan out in your head, cruise the store or location a few times as a sort of recon, it will help, as he mentioned. The less you have to think about in a pinch, the better. That stuff has to be instinctual. Then, if you can put that in your subconscious, you can float in a sort of dissociative sense of selective amnesia. You concoct a sort of story and act like a regular shopper, since you don't have details swimming in your head and affecting your behavior in an obvious manner. You have to believe your own lies, basically. Anything to diffuse the fight or flight response that might creep up into your behavior.
There are other technical details, of course, but that might change location to location.
I've worked on the other side of this and I'm familiar with good ideas and bad ideas, what works and what doesn't. I also know that a number of "assets protection" techniques are a lot of bluster to make up for inadequate surveillance and staff. Cameras aren't everywhere, but they like to set it up to look like there is, and such tactics they use in order to instill a "Big Brother" sort of vibe that is really not there. There's a con going on both sides, here.