Getting the equipment (PV500s) has been the easy part for me.
Finding an appropriate shirt that does not require my changing all the buttons has been the challenge. Your shirt needs to be worn over your pants to hide any wires, so be sure the shirt is long enough. Also, you will need pants with pockets in the front or sides. I try to keep black and white slacks just for shopping and same thing with my wardrobe of shop shirts.
Marguerite, you will also want to anchor the camera so that it doesn't bounce around. I affix it to my bra and button through the blouse. The modified bra is also dedicated for video mystery shopping. Because I have modified/tailored some garments for mystery shopping, the cost of the shirts & any tailoring necessary is tax deductible.
For me, it was well worth the expense of taking a workshop to see and get a feel for what was required. Happy to say that I now have more than 400 video shops under my belt and almost exclusively video shop, full time.