RULES TO KEEP FROM BEING SCAMMED
1) Keep your wallet closed. Do not pay to shop or send money to anyone who is purporting to help you get started or find jobs.
2) If someone you have not worked with previously sends you money to deposit to your account up front for payment, figure it is a scam.
3) If someone is offering you payment for a job that looks like a really good deal, it is a scam.
To shop you need to sign up with companies that do shops. Some of those companies will contact you by email or phone about available shops, so know who you have signed up with. Most companies post their jobs on their website's job board for you to self-assign or request. Those are the most usual indicators of a legitimate shop.
Yes, like everything else in the economy, some of the mystery shopping companies are in financial difficulty. Several have just closed their doors leaving shoppers unpaid. More are trying to get shoppers paid but are months behind in their payments. Overall, though, the companies you see discussed on this or other shopper forums are legitimate. Tune in to what shoppers are saying--are they getting paid in a timely fashion? Select the companies you choose to work with accordingly.
And do go to the New Mystery Shopper section of the forum for some quick 'how to's of how this works and how to get yourself organized to shop.