There are two ways one can shop with kids (my kids at least). The right way and the wrong way. The wrong involves both parents looking for what to buy and asking the kids to stay near and give the occasional opinion.
The right way is getting one parent (preferably the mom) to do all the shopping while the other parent's (that would be me) sole responsibility is to play and not lose a kid. My favorite rule is telling Juliette that "I don't care what you do or where you go just make sure you're with Nicholas." That way I just have to keep my eye on one of them. Our favorite games in stores usually involve kicking balls down ails, watching Disney movies on $8,000 TV's and running pretty much everywhere. Before kids I hated shopping and my wife hated shopping with me. With kids a trip to Zellers is as much fun as a trip to Wonderland.
Note of caution; never buy anything for your kids when they ask for it in the store. If you need/want to buy them a toy wait until they are not around. If the kids know they can get stuff out of you through whining and complaining inside a store, shopping will end up being more a war of wills and less of a trip to the park.