Mystery shopping is definitely real. It is also plagued by scams. You won't get scammed if YOU register with a legitimate company and self assign or request jobs from them. First clue that something is a scam is that they send you payment before you do the work (and if you deposit the check, it will bounce).
Read around, check the threads stuck to the top of the New Mystery Shopper area and if you decide to give it a try, the forum's "Official List of Mystery Shopping Companies" link at the bottom of each forum page. You will find links there to conversations about specific companies as well as links to the websites to register as a shopper. These are companies we as shoppers use.