Permits probably wouldn't be as big of a deal as appearance releases. Don't forget that any time you can recognize someone on film, you have to clear it with that person. Typically. Also, places like Wal-Mart, Target, etc. you should cross off of your list. They don't allow filming inside unless you're a legitimate production that has followed the proper channels. You'll get kicked out as quickly as you walked in if you're brandishing a video camera. Same goes for most business, actually. You could always shoot them outside of the establishment and if you're super lucky, maybe the manager will be ignorant of company policy and let you come in. I definitely wouldn't count on it, though. Smaller business can be a little more lenient. Any place with a trademark is bound to be difficult. If you're 'stealing a location' (Shooting without permission, permits)... Just make sure it's unidentifiable. Also know that this advice is given based on work done in southern California... They may be more open there. Stick to small towns that aren't familiar with the entertainment business. Oh, and casinos will surely boot you. I was operating camera once, back in the day, and tried to make my way from the performance area (where I was allowed to shoot) across the casino floor... I was stopped by security at least three times. Anyway. I hope some of this rambling was helpful.