WOAH!!!!! Momma. Stand back. She needs a MAJOR consequence the moment she continues to whine one second past your FIRST warning.
You may not remember this, but your mom did not ALLOW that, that is what is different today. By the time your memory kicked in, you had already LEARNED through consequences, or you were a rare child who never tried this. I know what my parents would have done: 1) warning not to whine 2) consequence and removal of gift if I continued 3) no more gifts for very long time. At age 8. Younger and we would have been seriously spanked for disrespect, but I don't even remember that and didn't try it by age 8, those 3 steps were hypothetical and never happened.
Do NOT be the martyr who she succeeds in whipping into submission by making you "sad".
Nope. Saying you can't stand up to her because you'd have to be doing it all the time is not true. If you are EFFECTIVE, she will stop this.
Turn the tables. Sit her down for a little chat. "Sweetie. The last few times you have been extremely rude, ungrateful and disrespectful when I am nice enough to take you with me on my errands, which I do not have to do, nor do I have to buy you anything. I apologize for spoiling you. My fault. Build a Bear and your new top are going to needy kids and you're not getting any gifts until I have decided you have behaved on enough errands."
Next errand: "Ok, I'm going to the mall to get myself a shirt, no whining or X will happen." Follow through without any personal sadness and upset on your part. If she begins to whine, immediately remind her she is being RUDE and she needs to stop immediately. If she doesn't, logically explain that because she is being rude to you, her mother, X will happen as promised. Finish your errand, ignore her. Follow through at home with consequence do not ONLY IGNORE her, just ignore her in the store after you've let her know what her consequence will be. If she really gets ugly and makes a scene, remove her and discipline her firmly.
A few trips later: "I'm going to the mall to get myself X. If you behave the whole time and we're having fun, I'll get you Y when I'm done."
You get the idea. Take control, she will really hate you for being weak if this continues into teen years. Good luck! Be strong! This may sound mean, but my kids and I have a blast on errands, and I hardly ever buy them anything and I don't take any guff. They love me for it though.
Being bored is a very important part of life. It is GOOD FOR KIDS to HAVE TO BEHAVE when they are bored sometimes. They don't always need toys and gimmicks. It takes practice. My kids come on all my errands and I don't pack a toy store or worry about it. Make her come on boring errands and make her act like a lady and keep herself content.