If they catch you, and take you to security, there are surveilance videos... If you come in more then once every few months, they will also be suspect since you set off the alarm everytime you come in/leave.
Just be careful everyone. I don't know about where you are from, but here in Canada this type of stuff can actually develop a criminal record for you when caught. No amount of disputing their claims that you stole will deny video evidence. (walmart has a TON of cameras).
Good luck, and be careful!