Spelunky

Follow what the guys above have said. Getting to the black market is an absolute must. If you don't, you run the risk of dying by some other means in the later levels. The video below elaborates on the guides above.

Shops are found randomly throughout your journey, as early on as level 1-1. Shop types are randomly generated, either offering an assortment of items, a damsel, or a helper-slave.
The first thing you're going to want to know is that every shopkeeper has a shotgun, and has absolutely NO reservations about using it at the slightest provocation.

Provoking shopkeepers is easy and necessary to enrage them, you can do so by destroying the shop or blocks directly near it, throwing a bomb inside, stealing an item, or attacking the shopkeep/his damsel/slave. Once mad they'll come out from behind their stand and run like crazy at you, hopping often, and shooting that shotgun slightly less often.

The easiest way to defeat your first shopkeep is going to be finding a shop with a freeze ray. Pick it up, let him get near, shoot once, then hop on his head. Once a shopkeep is enraged / dead their whole inventory becomes fair game, so loot what you can and definitely consider taking their shotgun with you! (sometimes the shop will have a shotgun for sale, that works too of course. another easy kill is telefragging him, but that takes practice and a bit of luck)
Other methods of shopkeep murder include headhops, bombs (from a distance it will be hard, though sticky bombs stuck to a shopkeep are a guaranteed kill), and luring enemies/traps to do the deed for you, although all of these are MUCH riskier.

Once you've pissed off your first shopkeeper, every level exit after the one you originally pissed him off on will have ANOTHER shopkeeper guarding it, and any shops encountered from this point on will automatically be hostile to you.
It's possible to get a max of three shopkeeps on a level by having a shop, a walled off treasure-guarding shopkeep, and the exit-guardian all spawn simultaneously. (does not include black market, obviously)

Success with this achievement is greatly aided by locating and travelling to the Black Market, located in the Jungle. I won't go into how to get there, but it'll always have 7 shopkeeps, 8 if you've pissed them off already!

This achievement only gets easier in Co-op play, seeing as your friend can act as a meat shield or distraction or carry on the torch if you fall in combat, and dead spelunkers have the ability to ghost-breath the shopkeeps to stun them for a second and drop their shotgun! (they WILL pick it back up if they walk over it) This becomes a great way to lower the threat of exit-guarding shopkeeps by removing their capability to shoot the INSTANT they see you, which has cost many a Spelunker their life. If the shopkeep hasn't noticed you yet, ghost-breath won't cause them to become aggro, either, allowing you to push them WELL away from their shotguns.

Also worth nothing: shopkeepers killed by traps, enemies, and gravity will count in your favour. (correct me if I'm wrong, but I do believe I popped this one when a shopkeep plunged into the depths on 3-3)

Good Luck and Happy Spelunking!

You can do this in a multitude of ways but the easiest way has to be obtaining a shotgun in the early levels and then going to the Black Market to mop up the kills.

You can steal a shotgun from a shop easily by picking it up and shooting the shopkeeper before he can react. On the next level and subsequent levels, there will be a shopkeeper guarding the exit, but if you approach the exit carefully you can often take him out by tossing bombs (sticky bombs are the best for it) or waiting for the right moment to jump in and shoot. As long as you hit him once, you're likely to win as he drops his shotgun when you do. Watch out as the shopkeeper is coded to fire the instant he has you in sight, and there is no window for you to react. You need to create a situation where you're absolutely sure that you can shoot first.

You get to the Black Market by finding a hidden exit in the Jungle. You can find the exit by obtaining the Udjat Eye from the Mines levels, by using the key on the locked chest. I believe the Black Market has 8 shopkeepers so if you got the shotgun on levels 1 or 2, you're almost guaranteed the achievement if you can kill most of them. A good strategy for the Market is to pop a rope right where you spawn and then climb it and wait for shopkeepers to kill each other off, or have them gather up at the bottom of the level to the left or where the Ankh is - both spots seems to "trap" the shopkeepers pretty well. The Ankh shop is the best spot since you can just stand up to the right and toss bombs down there. If you have stickies, you can jump, press down and toss and if you aim right, the sticky will bounce off the wooden ladder and land further down, killing most or all shopkeepers down there.

It seems that, just like the fact that anything that hurts the shopkeeper makes them mad at you even if you didn't actually hurt them yourself, you also get credited for the kill if they kill themselves or each other. I had my achievement pop when I wasn't fighting any and was just heading to the exit of a Jungle level.