Shopping wise, there's Barefoot Landing, Broadway At The Beach, The Market Common, Tanger Outlets (one on Hwy 17, another on Hwy 501).
The Hard Rock Cafe and nightclubs Tkulhanc134 mentioned are at Broadway at the Beach along with a bunch of other restaurants. Barefoot Land also has a lot of restaurants. If you want a good burger, I really like River City Cafe (at Broadway, as well as a couple hotels). The downtown area has a lot of clubs as well.
Attraction wise, there are a few places you can parasail, rent jet skis, etc. if you like that type of stuff. There is also a Ripley's Aquarium (at Broadway) and Ripley's Museum (downtown), I've never been past the "free" area of either though. At Broadway, there is also a place called Wonderworks. It is a building that is upside down and crooked that has fun science/experience type stuff I guess (hands on stuff from my understanding). I've never been, but it looks cool haha. If you like putt putt, there is a sweet course called Mt. Atlanticus downtown. In the Broadway at the Beach area, there is a Nascar Speedpark (go karts) and a water park. If you golf, there are tons of courses to choose from. If you want to get out on the ocean, there are gambling cruises and fishing charters. Show wise, there are a few places that have a show every night - The Alabama Theatre, Pirates Voyage, The legends in Concert, Medieval Times, The Palace Theatre, and The Carolina Opry.
There is a ton to do in Myrtle Beach! Enjoy yourself! :thumbsup:
http://www.broadwayatthebeach.com/
http://www.bflanding.com/