Here is my technique, which I have used twice with positive results. First you have to think like the security/manager: their goal is get through their shift with the bare minimum of hassles.

So, every single time I enter the store I take up as much of their time as I can. The first time, I just pretend like I don't hear them and keep shopping with them following me. The second time, I argue with them for an hour (I mumble so they have to keep asking me to repeat what I said). The third time, I leave and come back immediately and keep repeating this for an hour. and so on. When I run out of ideas I start over from the beginning.

Within a month they give up and just let me do my thing. It seemed to help when i learned their names, but in the end the technique is to waste their time and make it clear to them you aren't stealing.