Well, my sister and I go together every year. We dress pretty warm, but don't camp out. We put our coats in the cart over top of our purchases while shopping and one of us ALWAYS stays with the cart. Normally, after the first stop we leave the coats in the car, but it was so cold last year that we wore them into every store. We've been taking my Expedition the last few years because I have an automatic start on my remote. That is soooo nice. While we are waiting in line to pay, I just push the button and it's all warmed up by the time we get in. We take some ads but they normally stay in the car. On Thanksgiving, we sit down with them all and make our lists of exactly what we need at each store. We actually both carry two lists. One with the people we are buying for and what we want to get them. I type this one in a table in Word and print it out. I also add the amount I spend on each person behind their name and then I write the price beside each item to be sure I don't overspend. I tend to have a problem with that.
Then the second list, I write it on the back of my first list, has the stores listed in the order we are stopping at them and what we need at each store. After we come out of each store, we cross off the items on our lists and then head to the next one. We normally stop for sodas after I first store, and sometimes a quick breakfast at McD's. I always carry a purse over my shoulder, but am extremely aware of it and make sure zipper is closed and towards the front at all times. Last year I carried mostly cash and just a few credit/debit cards. I really liked having the cash though. It helped keep me on budget for sure. Not sure what I'll do this year yet.