First off I want to congratulate you on your adoption, my aunt adopted 3 kids and the process is not always easy, but very rewarding.
As for the lying, I have a stepdaughter that came to live with us ful-time about 2 1/2 yrs. ago. She has the exact same problem with lying. I didn't really notice her lying when she was younger, b/c she was mostly with her mother, but when she came to live with us, she was just turning 9 and the lies started right away. Just a few months ago, I was in the Kinko's distracted by my 5 yr. old and trying to get my order in with the clerk. My stepdaughter was standing right next to me and was attempting to steal gum. I caught her right in the act and she proceeeded to lie straight to my face about it. I made her apologize to the clerk, she already popped out some of the pieces of the gum so I had to buy it and told her she wasn't getting any of it.
Factors to consider are: With my stepdaughter, she was feeling abandoned by her mother. Although she is in a loving and stable home, she still to this day, feels abandoned by her mother and she doesn't know how to deal with those feelings so she lies as her coping mechanism instead of dealing with the reality. We put her in therapy and have a close realtionship with the school counselor and her teachers who all know that she likes to "tell stories".
The fact is that there is no magic formulas to make lying stop. You have to take into consideration where your daughter has come from, what kind of life she had before you adopted her at age 5. Therapy has helped a lot with our daughter. We always hold her accountable for her lies, so continue to take toys away, if she steals, making her apologize to the manager like you have already done. Be consistent with conseqquences and it may seem like "when is this going to end", b/c I have been there several times, we now have phases we go through, where there is no lying for months, and then out of no where it seems like everything that comes out of her mouth is a lie and it can be something as simple as "Did you brush your teeth" and she'll lie about it.
Also, too, through therapy we have learned that lying is a control issue. She can't control the outcome of what is happening to her and again although your daughter as mine is are both so much better off, they still feel confused and negelected by their parents or whomever was caring for them before. So they try to take control of anything by lying or saying they put away clothes when they didn't or made their bed when they didn't.
The lying has caught up to my daughter several times and in August she had to apologize to her whole class (32 kids) write letters of apologies to teachers to be held accountable for her lying. I know that was really hard for her to do go up on front of her peers and admit that she lied to them and ask them to forgive her. The kids were really great with her and told her that they like her , they just din't like what she did and that it was wrong. Since then, she has been more honest about her feelings and again, just more honest in general with her therapy sessions, etc.
When she had to answer to us, she didn't really care, b/c she new that we were going to be there no matter what. However, she didn't know what the outcome would be with her friends, and we told her everytime she lies, she's going to have to go up in front of her class and apologize to them. She's 11 now and doesn't want to alienate her friends. She's kind of back offed in the lying department for now anyway.
The best advice I can give, is that if she is lying at home she is probably lying at shcool as well. And it won't come up at school unless she lies about something kind of big. Lying is also a way to get attention. If she is not in therapy, I would suggest therapy for her, always hold her accountable for her lying and reinforce that lying is wrong. Maybe reward her when she does tell the truth. A friend told me that she lied really bad when she was younger (for her it was an attention issue) SHe said she didn't stop until one day her lying got her into really big trouble. She had never told me what trouble it got her in, but she emphasized "really big" and she hasn't lied since.
So I am jsut waiting for that "really big" something that will make my daughter realize that she doesn't need to lie.
I hope this helps. GOOD LUCK!