Check over in the New Mystery Shopper section. The first threads at the top of that forum (marked Sticky) give you information and tips. Start with the "Nuts and Bolts" thread for how this works.
Whether it is worth the effort only you can decide and this depends a lot on where you live, how much competition there is from other shoppers in your area, how organized you are and how motivated you are. You will never get rich from mystery shopping and it does not offer instant gratification. But it can supplement other income and when you are doing shops where the reimbursements are useful to you, it can mean less of your own budget needs to be spent on those items purchased.