Volition.com has extensive lists of companies. You can find the lists here: http://www.volition.com/mysterylist.asp
It does not cost anything to apply to these companies.
You will notice that there are a LOT of companies on the Volition’s list, but not all of these companies will be operating in your area. If you want to get a good idea of which companies are offering shops in your area, you can go to: http://www.jobslinger.com/
Some questions on the applications will require a paragraph or two to answer. I recommend that you keep a list of these questions and answers in a Word document or text file. That way, if another company asks the same question, you can just cut and paste in the previous answer.
Some companies may ask you to tell them what other mystery shopping companies you have worked for. This is CONFIDENTIAL INFORMATION, and that is how you should respond. Do NOT give them a list of companies or clients.