I have twin almost 3 year olds. My issue is that when we go somewhere (a mall/grocery store/etc) they bolt. Sometimes in the same direction and sometime in opposite directions. I CAN, however, walk outside - around the block or around my neighbourhood without any real issues.
Does anyone have any advice as to how I might be able to stop this behaviour without the use of punishment? Incidentally, time-outs have not been effective and YES, I AM administering them properly.
Also, although I'm not opposed to the use of harnesses/leashes, I'd rather not have to resort to them.

try to make a game of it! and use a star chart. tell them,when you get to the shop, that your going to play a game the game is not to run away if they manage it they get a star tell them if they can get 3 stars they can have a small treat, but if they run away they get no star and stick to it, if they go to run away in a shop try and make it fun for them to stay with you try to get them to get things for you like who can find me a very red apple....ect