Don't bother looking for a prime spot. Chances are you won't find one, you'll just get frustrated looking. It will also take more time to look than it will to walk from the back of the lot. The trick is knowing where to go and when to give in.
Gauge the Traffic
If traffic is moving briskly you can afford to search for a prime spot. If it is congested you are better off parking in the back and walking.
When entering the lot do not take the first entrance or lane. Do not make a bee line for the last one either. That is what the majority of people do. Instead go one third of the way down and head down a lane.
One & Done
You probably have about a 5% chance of getting a prime parking spot during the peak shopping time. It is not worth the effort to hover around the front of the lot trying to score one of them. Then again the back of the lot can be quite a hike.
If traffic is moving well take one loop down the lane you entered then back up a lane three spots over. Park in the first spot you find. Don't hope for a better one closer. Take your winnings and get out before you go bust.
Post a Look Out
Have a quick footed person in the passenger seat. There job is to scan the lanes next to the one you are driving in. That's why you skip three lanes when you drive back up. If they see a spot they hop out and stand guard over it until you arrive.
Give Up Early
If no spots were available on your loop of the parking lot, then head straight to the back for an open spot. On average you'll get into the store much quicker if you just park and walk. Of course you'll probably pass five prime spots as you walk, but that's Murphy's Law, not ergonomics, working there.