Ya gotta have some fun with 'em.....
When they ask to see your receipt, act like you didn't hear them and begin to walk past. When they ask again, turn and say "Eh?" When they again repeat the request, ask them to speak up. With just a little effort, you can have them shouting "RECEIPT!" at the top of their lungs. Once you've gone about as far with it as you think you can, just smile and say, "Oh, I don't need any help. I'm sure I can carry this to my car, but thank you!" Then walk out.
(And yes, I've done this.)