It could be the level of attention he's getting at home is higher than when your out and concentrating on a shopping list.

It could also be other people doing the oh isn't he cute bit encouraging him to risk getting away with being naughty.

He may also just not like crowds, all the hustle and bustle can send them hyper.

Boys, shopping and behaving tend not to go hand in hand, I always debounce my son in the park before we go out rather than after. Helps get it out of his system before he has to do the more boring bit.

Try breaking the outing into small bits, 10 minutes or so of good behaviour gets a sticker or something. If there is bad behaviour nip of to a quiet spot and sit and talk with him until he's calmed down again and then try again. Shorter periods of time allow for more chance of success whereas if you expect him to behave the whole time before getting praised for it its got less chance of being successful and you'll both give up trying. Build it up into longer periods as it becomes effective.