Checking just to be checking without probable cause is an illegal search,
Why? It's the store's private property. Through their policies, they make it clear to all who enter that they may be subject to such a search upon departure. If you don't like the policy, you're free to shop elsewhere--but you are not free to enter the store without being subject to that policy.
Let's say that I decide to have a party at my place, that I know will be attended not only by my friends and family, but also by friends and family of theirs who I don't know. Let's also say that I have a collection of, oh, I don't know--let's say small handmade sculptures--that is of very large value, but which for whatever reason I don't want to put under lock and key. (Perhaps the party is a viewing/gallery type event.) Therefore, to protect my assets, I hire security personnel, and instruct them to pat down departing guests and inspect coats, purses, and bags to check for potential theft. I put signs on my door telling all guests that this will happen, and that if they don't approve of it, they're free to not enter my home. I have the security personnel inform the guests of this policy as they arrive.
Am I within my rights to do this? It sounds like many of you would say that I'm not--that this is "illegal search". But--IT'S MY HOME! I made the rules clear as a condition of being granted entrance to MY HOME. If you didn't like the rules, then you were free to not enter MY HOME. When you were informed of the rules I had set on MY HOME, and chose to enter despite those rules, you effectively entered into a contract with me, agreeing to abide by my rules, and give up the stated privacy rights, in exchange for access to MY HOME. Because of that contract, what is and isn't "your property" with regard to the contrctually allowed searches is meaningless. If you refuse to abide by these rules that you agreed to abide by via this implied contract, not only do I have the right to boot you out, but I should also have the right to have police come and enforce the rules that you contracted with me to abide by, and to detain you temporarily until those law enforcement personnel arrive to enforce this, as your refusal to abide by the contract you agreed to is, IMHO, sufficient to be considered "probable cause".
While Circuit City is clearly not a home (well, they have some techno-geeks in their service department that I could easily believe live in a back room there, but that's beside the point), it's still private property, and, it seems to me, should be subject to the same ability to enter into an implied contract with people entering their store, and to enforce that contract.