Sachadwell, there is definitely a legitimate mystery shopping business. It is neither glamorous nor highly lucrative. It is, however, fun most of the time. And there is a sense of accomplishment when you go back to a location that was horrid and find it has cleaned up its act. While you may not have been the straw that broke the camel's back to get change to happen, there at least can be the fantasy that you played some small part in it.
Major advantages for shoppers are some nice "perks" of having your own business and being able to schedule work to fit your available time.