I would be offended too. I'm a manager at a retail store and we don't participate in this practice. Yes, the store can and will enforce this rule, but imagine the message that this would send to most of your customers. I this particular instance, I believe that twiztidjester was singled out (or his friend) which in many a case would be discriminatory. I don't think that they were checking everyone. Usually you just pick out the ones that are acting suspicious. When one is just entering the store... ...that is a very quick rush to judgement imho.
Then again, I have had a run in with a CC manager who called me an asswhole for trying to pricematch an item. I probably deserved it since I was being a difficult customer and all, but I'm glad that the store manager did all he could to try and make it up to me. By the way, if you ever want to complain, make sure to go to the Store manager or the District/area manager. Usually, they don't have the time and hate to be called out by customers. Plus it has a more human touch to the sittuation. Not like corporate, who most of the time will err on the side of the policy.