With some changes from different companies, I am worried that I will under-report my earnings.
As I understand it, we only file for income of $600 or more from any given company. Yet, some companies, i.e. Tallgrass (Sunflower) is taking taxes out of my earnings every job. They did not send me a 1099 since I came nowhere near $600.

What do you think about reporting all the small amounts?

Not true. You are responsible for taxes on all fees and bonuses, whether you are sent a 1099 or not. You file a Schedule C and that allows you also to deduct your business expenses. Go to the New Mystery Shopper area where there is a whole 'sticky' on taxes.

I don't know who Tallgrass(Sunflower) is, whether they are merchandising or just what. If they are withholding taxes they should be sending you a form (W-2?). Contact them because the chances are that once you have claimed legitimate expenses anything they withheld will be returned to you.

Put all your non-employee income from mystery shopping on your Schedule C. Deduct what you paid out as expenses. If Tallgrass took withholding, you should have already gotten a W-2 over a week ago.

I hope you are tracking all your income yourself on a spreadsheet or notebook, and not relying on those 1099's to tell you how much you made. We are in business and doing your own bookkeeping is part of being in business.

Include all your earnings, big or small. I completely forgot about a 1 day job for a company that seldom has work in this area. Wouldn't you know it! Week after I filed, the W2 showed up. I learned the joys of the amended form and where I had to mail it. The refund took forever because of my forgetfulness. I have called the IRS on a company that didn't have their W2's out by January 31. The answer was an amazing, "Well, they are supposed to have them out by January 31st, but some don't." I asked what the IRS does about this. "Nothing" was the reply I received.
So, like dspeakes advised above, keep your own records.

I had to redo my taxes last year because I never received a 1099 and filed without it. I owed the taxes and had penalties added. You owe the money whether the company flakes on mailing or not!

There is a procedure if you don't get a W-2 to file a "substitute" W-2. I had to do this for a client who didn't get one, didn't get one after he asked for it, reported them to the IRS, the IRS told the guy to give him one, and he still didn't get one. What you do is sign a statement that you went through all those steps, then you fill out your best estimate of the income and taxes that should have been on the W-2 you didn't get. It's always best if you get check stubs with year to date information to keep the last stub of the year to compare to the W-2. If you don't get check stubs showing your taxes, keep a copy of the checks and notate on them how many hours you worked and at what rate to get that.

If you worked 20 hours for $10 per hour and your check was $152.73, that means they withheld $47.27. Part of that will be the SS taxes and part your income tax withholding. By tracking your hours and what you got, you will have the information to create a substitute W-2 accurately. We had to do some educated guessing with my client because he had to rush that paycheck to the bank right away or it would bounce and he didn't track his hours other than knowing in general that it was usually around 20 hours a week. Not real precise ... but only the employer could dispute it and then the employer would have to produce the records of how many hours were worked.