Well, I know some malls are petfriendly... I used to live in san jose ca and I used to take my teacup chihuahua with me to the mall over there (Valley Fair). I think if your dog is small enough to be carried, nobody really bothers you about it. I have been told to leave a mall once at San Mateo mall (hillsdale). I know you cant bring your dog to wal-mart since they have a mc donalds in there - or most of them at least.
I try to take my dog every where I go, but I know A LOT of places are not pet-friendly so if I do take my dog, I make sure that I go to pet-friendly malls/shops/cities...