I always carry my Janty Stick v3 around my neck on a lanyard and vape in the Dr exam room (in front of Dr, who approves) and while shopping. I go to Walmart and freely vape my JS, I guess it looks like a medical device, nobody has even looked at me funny.
Walmart does NOT have any restriction to e-cigs (or at least it's not enforced) because a guy right in front of me at the checkstand was holding an analog-looking e-cig in his mouth, vaping while he was checking out. Nobody said a word.
I think that the solution is to carry a device that looks nothing like a cigarette. A boxmod, small tube mod, JS, Reo Mini, there are a lot of choices that do not resemble the dreaded ciggie. And hanging around your neck on a lanyard is even better than trying to be sneaky.
I am not trying to hide anything or do anything illegal, I am just vaping while shopping.