Look them straight in the eye and tell them. Marijuana.
Like anyone would think that you would *admit* to that. It's like the reverse double, inverted psychology thing. They think that you wouldn't be serious about your statement because who in their right mind would tell a hydroponics store that they are trying to set up an herb grow room.
Or you could just walk in knowing exactly what you want to buy and take it off the shelf and pay for it in CASH. Hydro stores sell to hundreds, thousands of customers all the time. Some people just want to grow their tomatoes indoors. At any rate, in my experiences, the people working at the store don't give a shit what you are growing with their lights. They already have a sign in the store (most likely...at least what I have seen in all the stores I have been to) that says they can't help you if you intend to use their products for illegal purposes. So don't say the word marijuana while you are in the store.
I was worried about this when I was buying my light...asking for advice (from the hydro store) about pests, watering, nutes, etc. I worked my words in a way that was just asking questions:
"So, what is the difference between HPS and MH?" "What affect does each light have on a plant?" "Why would that make a difference?" And so on...and so forth.
I have found, that a lot of people LIKE to be "tested" on their knowledge of subjects that they consider themselves to be "experts" in. I even had a dude that I was talking to at a garden center tell me several times that "Well, this is what marijuana growers do"....My response was always..."well, what affect would that have on "normal" plants?"
You see...short of blurting out "I'm growing pot..." you are not doing anything that would raise a legal eyebrow so to speak when you buy a grow light, a hydro system or nutes. Now, that is barring that you don't buy several HID lights from the place.
You can always work in small talk about your greenhouse, etc. But whatever. Do you think that hydro stores ONLY sell their wares to marijuana growers? Of course not! They would go out of business. There are many "legit" uses for grow lights. You would be surprised. IF it would help with the paranoia aspect, just stroll through several garden centers and talk to the people there as if you were looking to plant some flowers in your yard, balcony grow box, etc.
I would guess that you aren't thinking LARGE scale or anything since you are asking your particular question here.
Overall, small growers (several plants all under one light, etc) don't even pop up on the radar. As far as the hydro store is concerned, they either exist to supply growers (which would be illegal and would cost them their business) or they supply to gardeners that want an early start on their tomatoes.
IF you are too sketched out to walk in cold and start asking about lights, etc...just go in and ask questions...and don't buy anything if the vibe is icky.
I am sure there are several places the people here on the board could recommend to buy supplies online too.