We chose a person that none of our young women knew (the sister of one of our leaders). We had her dress a specific way (Black tee-shirt, white sneakers, two watches-one on each arm). We also had her place specific items in her grocery cart along with her own shopping (when the game was over, she just put back the things she didn't need).  When we arrived at Wal-Mart, we divided the girls up in teams, gave them one clue as to how to recognize "Waldo", and a clue where they could find their next clue (like a treasure hunt). Our "Waldo" was kind enough to arrive ahead of us and place the clues at the various places around the store. Each clue they found gave them another clue as to how to recognize Waldo.  Here are some clues:

1. Waldo has blonde hair
2. Waldo needs to go home and do laundry [laundry soap in cart]
3. Waldo is wearing white sneakers, etc.) 

My counselors and I just walked around Wal-Mart to make sure our girls didn't get too rowdy, and to help them if they got stumped on a clue. We had Waldo move around the store. She brought her husband with her, so they just went around and looked at whatever they wanted to. This made the hunt a little trickier!  The first team to successfully identify Waldo and talk to her received a prize. Our girls had so much fun!  We had a small enough group of girls attend (6 total) that we did not clear it with Wal-Mart. If you intend on doing it with an entire Young Women, I would definitely clear it, or do it in the common walking areas of a mall. We adapted the idea from someone who did it at the mall because our closest mall is about an hour away. So worth doing, we did this in April, and the girls still talk about it.