Personally, I'd let common sense dictate my actions, and act accordingly... but maybe that's just me ;0)
I make sure to be VERY open about it. I figure that the worst that can happen (and it hasn't yet) would be for someone to ask me to leave the unpurchased items on the "unpurchased" side of the register, but that's never happened. I have on a couple of occasions had someone call out to me (when my current bearing was straight for the door), but I stated my intention and they indicated to go ahead.
BTW, do you have any answer to me other question re someone who is caught (or better yet, videoed) tampering with an anti-shoplifting tag, UPC code, or other such item? My thinking would be that the act of tampering is criminal in and of itself, independent of any effort to take the item from the store. As such, the store would (especially if it had reasonably clear video evidence) have the right to detain the "shopper" when he tried to leave the store and have him searched. Since there'd already be probable cause for his arrest and prosecution, there'd be no problem if a search turned up nothing. Of course, if the store waits until he's ready to leave it may be able to nail him on a much stiffer charge.