Gosh, so much depends upon what you are looking for.
The Prime Outlets are newly done (and the "end" of I-Drive) and have a huge selection of shops. I've only been to just a couple and was very pleased with the merchandise on offer.
Malls. In the immediate area there are the Florida Mall, Millenia Mall, Fashion Square Mall, West Oaks Mall, and Altamonte Springs Mall. Only the first two are really worth visiting in my opinion. The others are just humdrum nothing special.
As for department stores, again much depends upon what you are looking for. I only go in Bloomindales at Christmas. They usually have some huge sale on one thing (like a Kitchen Aid mixer a few years ago) that I think I just have to have. I buy it and leave. :D I do like to check their ornaments too. They usually have very unique ones there.
Macy's? Meh. Nothing too great any more. Used to be, but it's changed too much over the years. Some folks swear by JC Penny, and Dillards. I think they are catch as catch can. When they are having a sale, you can get some great buys, but other than that, I pretty much give them a pass too.
I guess I shop in weird places, huh? :D Never did get into the mall/outlet shopping much.