Last year I did the shopping thing since I was by myself.
You are right, unless you are looking for t-shirts and alien related stuff, there isn't really much shopping at all.
The UFO Museum is pretty much a waste of time...but you have to do it at least once. For some reason I was insane and paid to go through it again last year, even when I was handing my money I was thinking to myself...why am I wasting money on this again.
There are a few Art Museums...and I'm sure you can find something else to do if you are in town...but not much. The town isn't known for it's culture.
http://www.roswellnm.org/index.php?o...d=37&Itemid=70