Oh man, this is Uni exactly!!! As soon as she sees her harness she goes nuts! It doesn't matter where we're going, but as soon as it comes out of my purse her crazy light turns on. Once we were going to do the Petco halloween contest, but she was yelping and whining so loud we had to leave! I know how embarrassed you are, i am the same way. People think you're hurting her, but it's really her frustration not being able to check out everything at once.
I think the other problem is, even though you want to take her away from one thing that is a subject of interest, she'll just find somethng else interesting, you know? Uni is a greeter, and she will try to say hi to EVERYONE. If I take her away from one thing, she'll just want to go check something else out.
The only thing that I have found to work is this: before entering any place, go around back (where they unload the trucks) and do a few laps with her, and have her run really fast and have her use up some of her pent up energy, then go inside.
As for a farmers market, that is a lot of stimuli for her. But I think b/c she is so young, that is why, everything is still so new to her. Uni has settled down A LITTLE. Last time we went to petco she wasn't screaming and yelping, and we didn't even do any laps beforehand. The only thing is now she likes to mark
I guess what I'm just trying to say in a long winded way, is that once she realizes she has experienced pretty much everything in her life she will calm down. It will be old news to her.