I just started doing a few shops, so I can only give you a little advice.
First of all, be careful, there are scam operations out there, any mystery shopping organization that asks for money to join is to be strongly suspected. Check out MSPA for legitimate organizations.
It's easy money, but you won't make a lot of money. For example; I went into a grocery store for an evaluation that took about 10 minutes, of course you also have to count the time and fuel it takes to get to the store. You buy groceries and get reimbursed for a particular amount and then get an additional fee once you have submitted a report. In this case I got reimbursed for up to $13 in groceries and then got another $5 for my report. The report you submit on-line can take about 15 minutes, or more if you're slow.
When you sign up with one of these companies you will be able to access a list of shops within a given radius of the zip code you submit. Different companies offer grocery shops, fast food shops, car dealer shops where you go in and act like you want to buy a car (and the negative part where the car dealer contacts you for 2 more weeks when he doesn't ever hear from you again), or calls you make and report on. I've been offered those but haven't tried them yet. They generally seem to pay $2 or $3 for each call and report. Those are only examples, there are many other types of shops too.
As I said, it's easy money, but you don't make a great deal. I don't go out of my way to do shops, I either do them in my area or find shops to do when I'm going to some other area anyway. In those cases the fast food and restaurant shops are very convenient because you get free food on your trip and then get a few dollars more after you get back and do your report.
Good luck.