Heh, interesting that someone else already started this thread.
I went by Academy yesterday.Twice. The first time was in the morning after helping some people from church empty out their storage unit and taking an old couch to another church lady's house. I just happened to drive by Academy and decided to stop in because my little brother wanted a sling shot and I've been looking for a single shot shotgun that's lighter and easier to handle for my brothers or a girl than my decked out for HD 870. I found a nice one, only $130, and decided to buy it, but I knew I'd need 4 credit card statements because of my Green Card, and I didn't have them with me. So I went to work, skipped out early, and returned with DL, CHL, GC, 4 statements with current address (to prove residency), under the false assumption that just because all this worked everywhere I've ever purchased a gun, that it would work at Academy. Ironically, as I was walking up, a salesperson was handing a .22 rifle to a kid no older than 10 at the door. (Kid had his mom with him, gun was out of brown box though). I just kinda smiled as I walked by.
I soon quit smiling. First they couldn't figure out what to do with a GC. Then they couldn't figure out what to do with a GC and a CHL. Then they couldn't read the requirement list that states major credit card statements are sufficient (I had to point to the text on the "acceptable forms of proof of residency" list). Then their manager told them they can't accept it ever again, but they can make an exception this time.

Then they don't think that the CHL can let me skip the NICS check because I have a GC. As if I didn't have to pass a background check to get the CHL.

...and I knew where that was going as soon as they said (after asking 5 different people) that they had to call in the background check. Yeah, I have never been instantly approved, maybe something to do with being a legal resident alien. So after almost an hour I walk out of the store empty handed waiting to get approved on a background check.
The amount of forms I had to sign was annoying too. I would support local gun shops but, except for the one that opened up across the street from my house

(which didn't have what I wanted), there aren't really any. I'm semi-seriously considering driving over to Cabela's and using that $50 gift card I have laying around somewhere and then politely informing Academy why I won't be purchasing the gun from them SINCE I'LL ALREADY HAVE ONE.
...Nevermind, just called and the only thing like that at my local Cabela's is $799.00.
*sigh*
As for them walking you out, the older gentleman at Cabela's who was walking me out when I bought my 642 told me it was so that if I decide to kill myself that it doesn't get the store messy. He mentioned two previous instances where someone bought a gun, ammo, and a ride to the other side. I don't remember if it was at that specific store or at others.
"When I was a kid, people who did wrong were punished, restricted, and forbidden. Now, when someone does wrong, all of the rest of us are punished, restricted, and forbidden. The one who did the wrong is counselled and "understood" and fed ice cream." - speedsix