I agree - I actually built the thread pool stuff for work while I was testing, since I had the code from a previous project.
If I was more worried about Safeway catching on I'd probably do something as you suggested (at the very least I'd add user agent headers and the other cookies expected from a real session, as right now it's trivial to detect my requests).
Sneaker bots do this exceedingly well - it's a constant cat and mouse game to make the requests look as human as possible, very interesting space right now.