Kids at this age will easily get tired if there is a good amount of walking - like the zoo, for example. A few days ago, we took our kids to the zoo (4 yr old and 2 year old twins). Though our 4 year old no longer uses strollers, we brought one for him too. Good thing too. :)  

But if you are talking of just walking around the store, or the mall, the others have given good suggestions. Always keep your child looking forward. If there is a store they may be interested in looking at up ahead, then distract them with that. And after you get there, look for other interesting things up ahead. :)

I agree with Lily's mom as it works with my 2 year old too! (not all the time though---there are times when a race just isn't fun enough)

I also notice that when there are other kids about his age he doesn't mnd walking so much.

Another thing that we do is to give him the idea that walking is really fun.. So before we go for a walk,we make a big deal out of it.. and he gets excited himself...

And if all these fail, I give in and just carry him.. I just look at the positive side and think, "hey, i'm losing more calories this way!"

And ohh... another thing, if i?m not in a hurry at all, I tell him that if I'm carrying him then we're going back home. When he's not really that tired, he goes back to walking. But when he is, then youll have to go home.

Hope this helps

My daughter does the "my legs hurt" thing too.

So we race everywhere. To the car, from the car to the house, up stairs, to the dinner table..... everywhere. My kid likes to win, so usually I let her XD (I'm competative too, so I want to win ONCE in a while).

If it's a race, then magically she forgets that her "legs hurt" and enjoys the game.

Obviously we do it in safe places, I don't let her run thru parking lots or anything. We hold hands and skip sometimes too, if it's not a safe place to race. I might look foolish, but who cares, I have a 3.5 yo, so its ok!

Good luck! I understand how annoying it is to be clung to, especially when you're in a hurry to get somewhere.

 Maybe take her shopping and get thoes shoes that make the noises when she walks or light up, or maybe the ones with the wheels (tho i dont know what age they are for lol) OR maybe try and play games as your walking like dont step on the lines or make her hop/skip/jump (it may take a little longer but you wont have a broken back hehe. Or maybe take a pram for back up hehe. But I think the games would be the best thing to start with.

Good luck :)