I was always taught that the second option is what a Thesis statement should look like.
In a Five Paragraph Essay, you have your introduction, three paragraphs and your conclusion.
The introduction paragraph should include your hook (the first sentence), your thesis statement, and a closing sentence to lead into the next paragraph.
Each of the three paragraphs of your essay should have their own subject or point to get across. Make sure you do a good job of rolling into the next paragraph, otherwise it will sound rough/jarring/confusing to the reader.
The conclusion should be just that: a conclusion. Sum up your essay and drive your point across one last time.
Back to your original question, the Thesis statement itself should state your declaration (the point of your essay) and three supporting points or three reasons why to believe you (each reason being elaborated in your body paragraphs). The second example you gave was the perfect example of a good Thesis statement.
In the example, "Everyone should shop at Walmart" is your declaration. It's what your essay is about and what you're trying to convince your readers of (that Walmart is where everyone should be shopping). Then you list your three reasons why they should shop at Walmart: they have variety, a large inventory, and cheap prices. You would then go on to write a paragraph on their variety, a paragraph on their large inventory, and a paragraph regarding Walmart's cheap prices.
A good Thesis statement will have a declaration and three supporting points, however if your essay is formatted differently or doesn't have three reasons, you could get away with just using your declaration as your Thesis. For example, you could say "I believe everybody should shop at Walmart" and use that as your Thesis statement. It's simple and gets your main point across. Obviously the more elaborate Thesis is preferred, but this simple one will do fine if you are struggling coming up with the three points. My English teacher actually gave this as one of the options for a Thesis.
To sum up, the second option is preferred, however a good Thesis does not always have to include a preview of the supporting points to be discussed in the paragraphs. You could get away with a simple, straight-to-the-point Thesis with just your declaration and depending on your essay, it might sound smoother with the rest of your writing and essay style.