I'd recommend Valley Fair and Santana Row for shopping, except that it is almost Christmas. If you're in town after then, definitely go there. Otherwise there are tooooo many people. You're going to have to take a cab to get there.
If you like dives, be sure to stop by the Cinnabar. Toons is a club that has a different type of live music played most nights. South First Billiards if you're into pool.
The old UA theaters downtown have just reopened with a new name (I forget it at the moment). They're decently priced (as far as movies go, about $7 I think as oposed to $10 elsewhere). Then there are always Cameras 1,2 and 3. Indie type films mostly.
There is also the Improv, a comedy club that has some big names coming around. Check out their website for who'll be in town when you're around:
http://www.improv2.com/sanjose-calendar.shtml
Anything else you're interested in?