Hi guys. Hope I'm not too late - I just joined up. You'll like Windhoek. It's a great little city, still with heavy German colonial influence, but in a good way. Namibian beer is outstanding - they adhere to the German brewing purity laws. My two favorite are Windhoek Lager and Hansa...
Windhoek Dining: Joe's Beerhouse is a must and is very popular both with tourists and the locals. It is an outdoor beer garden and is decorated in a very kitschy African bush motif. Reservations are a must! There are also a number of smaller restaurants and cafes in and around the Post Street mall (a walking street) and along Independence Avenue. For a great buffet featuring lots of fresh seafood and meat, try the Windhoek Country Club.
Windhoek Shopping: For the best selection of quality African stuff from all over Africa, Bushman Art on Indepedence Ave is unbeatable, but expensive. Its still cool to look, though. There are many other smaller shops nearby and around the Post Street Mall - Rogl Souvenirs has a good selection of Namibian stuff and is reasonable. For general tourist carvings and the like, the Post Street Mall outdoor market has all the usual mass produced carvings and trinkets. For safari clothing and footwear, Ernst Holtz Safariland in the Kalahari Sands mall is great - the staff are friendly and helpful.
The Okahandja woodcarvers market has a great selection of locally carved crafts. The carvers and the wood come down from the northern part of Namibia. There are two markets, one on each end of town. The southern market is larger. Bring your bargaining skills.
Swakopmund is a very cool town with an even heavier German flavor. Lots of seafood restaurants. The museum near the pier is interesting and gives a good history of the region. There is an open air market with the usual stuff in the lighthouse parking lot. The fog can be dangerous around Swakop - whiteout conditions in the day and night. For that matter, any Namibian road at night is dangerous because of the wildlife - no joke! Also, if you're driving, there is a great souvenir and rock shop in Karibib on the road between Okahandja and Swakopmund.
Above all, enjoy Namibia - it's my favorite African country!