You sound like a partyer to me so you will definetly want to be in Cabo. Dreams is in the corridor area and is a long and expensive taxi ride in. I would suggest Melia Los Cabos, or Pueblo Bonito Rose. Both right on the sand overlooking the beautiful clear mellow bay of Cabo San Lucas. If you want something a little more old style stay at the Hacienda Beach which is also right on the sand and right on the Bay.
Shopping is nothing like Cancun but there is a big beautiful new mall called Plaza Puerto Paraiso that should help. There are plenty of little local tiendas around town.
Bars and clubs again are not as awe inspiring as in Cancun but they are fun. My favorites are Squid Roe, CaboWabo and Bodyshot.
You will like Cabo. Keep in mind that Cabo is now by far the vacation destination of choice of the Hollywood crowd. The Hollywooders all stay either at "The one and only Palmilla" or "Las Ventanas." Both are wonderful and super pricey but worth it.
Be careful, once you get hooked on Cabo it is very very habit forming!