Yeah, I recently got an email from Walgreen's offering me a mystery shopper position but the e-mail did not look legit, so I didn't go through with it. My impression is that it's not the chain itself that hires you, but they go through a third party.
Hotels seem to do it a lot, but as kipper pointed out above, you can't use your reward program number so they can't trace it back to you. Still, I find staying in hotels exciting just for the experience itself so if I'm reimbursed for my trouble writing the review I wouldn't mind getting a free hotel stay just for the experience.