We have a runner (who's nearly three, and who has never mastered the art of walking along side of us without running away to explore, and who won't look back when he does, or stop or come back to us when called. We've tested it - in a safe place - and he will go well out of our line of sight and not stop to look for us). Walking holding hands is only possible if we are going on a 'fun' trip - ie: one where we don't need to stop and stand still for more than 10 seconds. Otherwise he gets really stressed out. So generally he is in a pram, trolley, or carrier. When we do have to stop (eg: in a checkout line), I make sure that I am talking with him and generally keeping him entertained (or fed) so that the lack of movement doesn't become stressful for him.

Perhaps invest in a good toddler carrier so that she can hang out with you - it makes shopping so much easier as they feel much more on 'your level'.