There are a bunch of cool antique shops, junk shops, etc. on S. Broadway in Denver, probably about a 5 or 6 block strip of 'em. I just love that area of Denver and would go back there specifically to go exploring in these shops. The Hornet is a good cafe/restaurant right there too.
I second Eddie's vote for Twist and Shout, I've gotten in big trouble there more than once. Tattered Cover is excellent too.
As for clubs, the LoDo/Coors Field area is pretty yuppified but there's some good old west architecture in LoDo, if you like that sort of thing. Try the Lion's Lair, Larimer Lounge, The Bluebird, and The Gothic Theatre, which is beautiful.