I used to get followed alot back when I used to always wear my leather trench coat, back around 95-97. Of course the long hair never helps much either.
When ever it happens I used to do the stupidest things. Depending on the store, browsing the women's underwear and/or feminine hygiene products usually gets a good reaction.
The local cops in my home town used to ALWAYS bust our balls back when I was a teenager.
The best was when we 4 of us got stopped by two cops at around 11pm one night while walking to my friends house.
The cops asked us, what are you guys up to? My friend Danny being the wise ass answered with an attitude, "We're going to bake some cheesecakes!!!"
While searching my back pack they found sugar, 8 packages of cream cheese, 2 dozen eggs, 2 quarts of heavy cream and about 8 gram cracker pie crusts.
We actually were going to my friends house to make cheesecake. The cops were pretty much speechless and sent us on our way.. but not without warning us if any houses got egged that evening they'd be at our door tomorrow.