Don't be embarrassed. I have a lot of friends who cross dress, and we've gone out to various nice places at the mall and usually the other girls in the department stores are thrilled when the men are trying on women's clothing and especially dresses. Additionally, it's not uncommon for employees to see that sort of thing especially in more urban and liberal areas.
If it helps, perhaps you could get some of your friends to go with you? I know that having girlfriends out with you always makes the experience a lot easier. However if you aren't "out" and you REALLY don't want anybody else to know, then I don't know what to tell you.
Your best bet is to go for it. Some places don't have checkers outside dressing rooms especially if they have electromagnetic clips on all the merchandise anyway like Macys. Some shopping centers have both mens and females clothing and they aren't especially fussy about what you have to try on and they rarely look at things in detail if you're checking into a dressing room. My experience at H&M was similar.
But either way, you should be fine. Don't worry about it and just relax and don't look like a nervous wreck and people seriously won't care. ESPECIALLY if the employees are female. I've noticed that much. And men just don't really pay that much attention.
You can try I.P. Zone....they're having a "crazy sale" (or so they called it..^^") now. Their t-shirts are kinda cool and affordable. Hope this helps =) Good luck.