For small transactions, it is safe to give the purchases after 0 confirmations. In order to pull off a double spend with 0 confirmations, you need to ensure tha

For small transactions, it is safe to give the purchases after 0 confirmations. In order to pull off a double spend with 0 confirmations, you need to ensure that the store (or whoever processes payments for them) receives the "wrong" spend first, which requires a large enough fraction of the hash power of the network that just mining the usual way is more profitable.