IF one of them should ask, "May I help you?" tell him/her to fetch you a newspaper. Or ask him/her to carry the items you intend to purchase.
Here's an idea! IF the store provide shopping baskets, fill one or two with lots of different items and when you get to the cash register, take your money out as though you're ready to pay and ask why they ALWAYS follow you around... if you don't get an apology, just walk out and leave all the items on the counter/register area; let THEM put those items back (that's what they work there for). You want to REALLY show them a lesson? Have one of your friends enter, fill a basket with items and when he gets to the register, have another friend enter and tell the one by the register, "Hey, you shop here? This is the store that follows (your name) around like he's a crook..." and that's when he walks out, leaving all the items by the register, too.