There are several local wineries in the Shelbyville area! Check out Willow Ridge Vineyards & Winery, Niemerg Family Winery, or Vahling Vineyards.
Check out General Lacey Trail, suitable for walkers, runners, or bicyclists. For more options, check out http://www.lakeshelbyville.com/recreation.htm#hiking
For more golf courses, look at http://www.lakeshelbyville.com/recreation.htm under "Golfing".
There are lots of cute shops and boutiques on Main Street!