The short answer
Line shopping means checking the same outcome across several bookmakers and taking the best available price rather than the first one you see.
It is not a strategy for picking winners. It changes what you are paid when you are right, which is a separate question from how often you are right, and it is the one you have direct control over.
A worked example
Suppose you want to back the same outcome and three books price it at 1.90, 1.95 and 2.00.
Those prices imply 52.6 per cent, 51.3 per cent and 50.0 per cent respectively. The event has not changed and your opinion has not changed; only the price you are being offered has.
On a 100 dollar stake, the 2.00 price returns 200 dollars if the bet wins and the 1.90 price returns 190. If the bet loses, all three cost the same 100. The downside is identical and the upside is not, which is what makes the choice one sided.
Run that difference across every bet rather than one, and the gap between habitually taking the best price and habitually taking the first price is a change in the expected value of every single bet you place.
Why it matters more than it looks
Most edges in betting are small. A price led method is often working with a few percentage points of expected value, and a few percentage points is exactly the size of the gap between the best and the worst price on a typical market.
That means poor line shopping can consume an entire edge before anything else goes wrong. A method that is sound in theory and executed at the third best price available is not the same method.
It is also the only part of the process that is fully within your control. You cannot make your model better by wanting it to be, but you can always check another book.
What line shopping does not do
It does not make a bad bet good. Taking the best available price on a selection that is poor value at every book leaves you with a slightly less poor bet.
It does not tell you which price is fair. The best number on the screen might still be short of the true probability. Line shopping tells you which of the available prices is highest, not whether any of them is worth taking.
It does not remove execution risk. Prices move, markets suspend, and maximum stakes vary by book, so the best price is sometimes the one you cannot get on at the size you wanted.
And it is visible. Consistently taking the top of the market is one of the patterns books use to identify accounts worth restricting, which is a real cost of doing it well.
How to do it in practice
Open accounts before you need them. The best price is no use if you cannot bet into it, and account verification takes time you will not have when a number is moving.
Hold books that behave differently from each other. Several books that share pricing infrastructure give you one opinion repeated, not genuine choice, so count independent sources rather than logins.
Convert before you compare when formats differ, and compare fair prices rather than headline ones when margins differ noticeably between books.
Automate the checking once the number of books makes manual comparison unrealistic. That is the entire job a scanner does: watch every book on every market so the comparison happens faster than a person can do it.