Don't take him to the shops! LOL. I leave DS at home with DH, even though it means shopping on a Saturday morning. I'd rather go early Saturday than take DS most days!

Here's what I've done this last year:
- Take my camera. As soon as DS knows he is getting a picture taken he stops screaming and poses. (Didn't last past 18m as now he wants to take the pictures.)
- Buy a new book every trip. DS sits in the trolley and reads the book happily.
- Give DS a job. That's only been the last 3-4 months or so, but I ask DS to help me find something very close to us, praise him when he finds it and put it in the trolley, then move on to the next item.
- Let him run around. Then once he's tired pop him in the trolley and shop.
- Take a toy or some food with you and let him have that as you shop.

HTH!