I've been "made" as a shoplifter in one store because I had on a baseball cap and a long leather jacket. My behavior was hardly suspicious, but I was followed around and stared down the entire time by the female clerk who was just sure I was going to pocket something. A couple months later I was in the same store, dressed in business casual, and the same lady didn't look at me twice.
The "Possible General Dirtbag" seems relatively easy to spot by appearance and suspicious attitude. I've also seen a few suspicious people who act "too cool and casual" like they'd slink up behind and grab a purse. Sometimes trying too hard to fly under the radar puts you on one.
And then there's the Ted Bundys of the world who are trimmed and clean and put on the disarm charm.