Yes there are a lot of scams, but there are also several legit companies as well. Basically if the site talks about how you'll be able to get a bunch of free stuff, and get paid for it, with very little talking about the work that is involved, then I'd start to be more weary that it's just a scam. Legit companies usually have some type of writing test, or test assignments to verify that you can communicate your experiences to the specs that they are looking for. Also, they usually will pay / reimburse you after you have completed the assignment. Again be cautious if they are sending you a check to cash
before you've started the assignment. I've been a member of a legitimate company, but unfortunately there haven't been any assignments in our area yet. I did have a friend who is a manager of a retail store, that was asked by one of her customers to do a mystery shopping assignment for the customer's family business.
One thing that I heard of doing is to promote yourself as a mystery shopper on Craigslist etc. And in order to provide proof of your expertise, to perform "mystery shopping" yourself for free... If you go to a retail store and they have some survey about your experience, perform those and (if possible without violating the rules of the survey) record what you did. A different idea along this note is to start a blog about your shopping experiences. That way when you go to promote yourself, you can direct potential customers (those that have the assignments) to that blog so they can see for themselves that you are committed to actually providing a quality service for these assignments instead of just trying to get a freebie.
If you do want to go along the lines of blogging, a different possibility is to talk about products instead of shopping experiences. For example, you may want to be a food critic, comparing Campbell's vs Progresso, etc. (see this example in Slate:
http://www.slate.com/id/2075381/). I've seen some indy blog-sites that do this, where after they have made a reputation for themselves with their own personal experiences / purchases, they can then contact the manufacturers saying that they have a product testing blog and were wanting a free / discounted item to use in an upcoming evaluation.