I would recommend the Dubai Museum. It doesn't compare to the museums in Bahrain or Qatar, but is worth a visit.

I would make sure you ride the Dubai metro in between trips to the malls. It's elevated for most of the way, so gives a different view of the city.

The new beach/shopping/dining area in front of JBR at Dubai marina (between the Hilton & the Sheraton) is a nice place to visit and relax.

Yes, definitely walk along the creek, and the northern side espeically, next to the dhow's that ship goods to India, Iran & Africa.