If talking about the USA, I agree ORD is a good example. I have entered the USA there a couple of times since 9/11 and the overall experience, including immigration in particular, is far better than JFK or LAX.
I think it is important to note that shopping and airports need not be incompatible. Chiangi again is a fine example of this. I am sure I have spent more money there, than in any individual shopping mall. The key is to get your SLF through the necessary rigmarole as quickly and hassle-free as possible, after which they relax in the departure lounge and feel like parting with their cash. The absolute last thing I want to do in the middle of that ghastly and stressful LHR experience is shop.