There are many great mystery shopping companies that you can sign up with, and they are free. You should never pay for a list of mystery shopping companies, as you can find a HUGE list at www.volition.com . The only fee you should ever pay, if you decide to, but it's not completely necessary, is for certification.
Marketing Endeavors is a wonderful company that you can sign up with for free. Whether you are certified or not, they will send you an email when they have shops available in your area. I receive emails from them several times per week.
I rarely ever do mystery shopping, but do have friends who do it on a full time basis. It can definitely be fun and profitable, if you have the time to do them... just be sure that you read the directions for each shop, and follow each step carefully, to ensure prompt payment.