Twice with two very lame small items about 3 years ago (i was about 14 i guess). It was in a time of my life where i was struggling with alot of pressure from school and family problems. And i had no job and pocket money, yet i wanted some of the little luxuries other people had.
The first time was a dvd and i didn't get caught. It was a bit of a thrill which probably encouraged my second time. second time was a usb stick or something.
I peeled of the label figuring that is what the detectors look for, but somehow it still beeped as i went through. the person at the counter called me over and i complied fearing that taking a runner was worse and that i might still be able to get away with it.
Unfortunately i didn't get lucky. they sent me to a room in the back of the store while they called the police and told me to never come to the store ever again. i got taken home in the police car. I was really emotional crying in the police car as i knew i was in deep shit and i didn't want to face my parents.
I think reaction helped increase their sympathy on me as they believed how genuinely sorry i was and explained to me what they would do.
Something along the lines of that it would go on my record temporarily but be erased when i turned 18.
When they took me home and spoke to my dad i was still very emotional and worried, but they explained everything to my dad and it was all pretty smooth. My parents took it pretty well and didn't reprimand me, only had a deep chat to me about it.
Ever since i have seriously regretted it so much and promised myself i would never be tempted to shoplift ever again. And i would discourage anyone who was about to attempt it or joked about it.
I couldn't get it out of my head for a long time (i am a pretty emotional guy and my conscience gets to me in this kind of situations). Even now i still occasionally remember it, especially when i walk past the store i got caught in. And often the beeping alarms going off when walking through shopping centers often triggers my memory or an elevated heartbeat.
Funnily enough now i p1r*te. I guess i feel a lack of guilt about it given that it's not a physical copy and the chances of being caught are so small. Not to mention the numerous other justifications behind it.
But maybe i would think different if again i suffered consequences to my actions.