I visited with a friend who's interested in Native Americans and there are a few reservations out in the everglades where you can visit and look around museums etc. There's also the obligatory airboat and alligator viewing tours.
Yes, loads of shops but the ones in Naples are a bit 'boutique' - aimed at the rich retirees who holiday there. The best shopping malls are around Miami and Fort Lauderdale - there's a huge one just at the east end of Alligator Alley - about 1.5 hrs away.
If you want more details of where I stayed/visited etc. - PM me.