Reverend Billy and his Church of Stop Shopping held their first performance at St. Marks Church in the Bowery since their 5,000-mile cross-country Christmas tour, during which they invaded supermalls and exorcised Wal-Marts Bentonville, Ark., headquarters. At last Sundays performance, the church conferred fabulous sainthood on local community activists who have opposed the incursion of Wal-Marts and affiliated Sams Club and Neighborhood Markets in New York City.