Couple of thoughts: If going to the beach just means sitting on the beach and having some drinks, then you are fine with either Destin, Gulf Shores, or MS Gulf Coast. If going to the beach means you want to get in the water, Destin water is much clearer and I'd do that.

For shopping, Gulf Shores shopping I guess means the Foley outlets, which can be a hike depending on where you are staying. Destin and the MS gulf coast have outlet shopping that is more accessible. Destin's are a little higher end. Not sure what they offer for women, but for example, MS gulf coast has polo, nike, josabanks, BCBG etc. Destin has all that plus things like brooks brothers and I think a Sak's outlet.

For golf, Destin will have a nice course or two close to where you are staying. They'll probably be on the pricier end depending on what time of year and day you're trying to play. Gulf Shores has some good courses but all the ones I know about are out toward Fort Morgan or Craft farms. All can be a little drive depending on where you're staying. MS Gulf Coast will have the best golf at the cheapest price b/c of the casino courses, but all the nicest courses are a little bit of a drive.

If it were me, I'd do Destin or the MS Gulf Coast. If you're worried about swimming in the ocean, Destin is really the best answer. If you're fine with just sitting at the beach and using a pool for swimming, MS Gulf coast is a pretty good option. Lodging will be cheaper and you'll have better food options at a cheaper price. Gulf Shores is perfectly fine, it just falls in no man's land for me. Destin's water is so much nicer it's worth the extra drive, and I've had better luck with food in Destin. The one place near Gulf Shores I like is out towards Fort Morgan. You can stay in places out there and feel like you're in the middle of no where, and in the non-busy season, hardly see anybody. But you have to be wanting to basically do nothing but hang out at the condo/house and cook, sit around beach/pool and drink, and play golf for that to make sense. It's inconvenient to anything else.

If you do decide you want to do the MS Gulf Coast, I spend a lot of time down there and can give you some good recommendations as far as food and golf and areas to stay in. The food there is great, but can be hit or miss if you don't know where to go and will be more miss than hit if you just drive down the beach and stop at a place.