I never show my receipts. It has got me followed to my car, yelled at, sworn at and threaten with the police being called.
Haha maybe it's guys like you who cause stress for the security guards at Don Quijote! They mentioned to me once that they were having a really bad day with fights at the exits.

I haven't had any complaint with showing my receipts so far. After you do it once or twice, many guards will remember you and they'll never ask you again. Even when they do check, I've never had someone look through my stuff. They just glance at the receipt and check it off.
Most grocery stores do have their checkouts near the exits. Times has the one-way stalls, though I've crouched under the rails without incident.
Airports on the other hand, I have a lot of complaints. Doesn't matter anymore, as heightened security applies to almost everyone now. But back when it was only starting, I was always the one guy they'd stop and make me take my shoes off. Once they thought my Sega Dreamcast was a bomb, called security, and made me empty my bags onto the floor right in the open. They even made me open my Dreamcast box and show them all my games one by one.