Milwaukee is Wisconsin's biggest city, so it's only fitting that we have HUGE shopping malls. Let me highlight two of my favorite...
Right up North Avenue is Mayfair Mall. Mayfair Mall is home to my favorite stores.
If you want to have a large group of friends go out for family style dining, I suggest Maggiano's. Maggiano's serves large, have-to-share-it, portions of your favorite Italian dish. You are sure to have left overs for quite a while. Another favorite of mine at Mayfair is the AMC movie theater. It even has an IMAX RealD 3D theater! Not to mention, on Thursdays you can get a special student discount when you present your student ID. Mayfair is also home to many fun stores like Build-a-Bear Workshop, Godiva, and Teavana. Mayfair is a sure place to have a good time. Just hop on the 21.
There is so much more than I've mentioned. I guess you will just have to explore yourself. ;)