I played an interesting game with them once...

I let a guy follow me around for about 45 minutes or so before making an actual selection. When it was time for the purchase, I went downstairs, grabbed another sales person (the first guy never spoke to me, just followed), then asked another sales person to help me with the transaction. The first guy was pretty p.o.'d, but I explained that I don't appreciate being stalked and have the right to choose what I will buy and who will sell it to me. He had no argument so just walked away.

Another time I point blank told them (the chum-hunters) that if anyone followed me, I would turn around, walk out of the store, and not buy a thing. That actually seemed to work pretty well.