Just to add a few places that I really liked when I lived in Jax:
Players Grille in San Marco/Mandarin is a good little sports bar in a good part of town.
Philly's Finest in Jax Beach has the best cheesesteak outside of Philly. Jeff, the owner, is kinda cocky but a really good guy. They have an ice bar, which is really neat if you've never seen one.
Lynch's Irish Pub in Jax Beach is a great little place. It's like a lower end Jig and Reel and has a HUGE draft selection
Sake House in either five points or on the South Bank (near Chart House and Mortons) is fantastic sushi.
European Street Cafe (several locations in Jax) is one of the best lunch spots in the city. Also a great place to get those obscure, hard to find beers and wines.
Bistro Aix in San Marco is a bit pricey, but if you're in the mood for fine dining, this blows most of the other places in the area out of the water, except maybe Capital Grille.
The Casbah Cafe in Avalon is a neat environment and if you smoke hookah, is definitely worth the visit. This place can get packed on Friday/Saturday nights.
The Loop (sevveral locations) has great pizza and burgurs
Stonewood Tavern at Baymeadows and San Jose is a great restaurant with a fine dining feel but not the price.
La Napolera - San Marco/Mandarin This is great mexican and good prices on things like Margarita pitchers. Definitely check it out.
That's what I've got for night life, here's the golf:
TPC Sawgrass - pricey, but well worth it. Green's Fees run about $300 I think at this time of year. They do have some military discounts and I recently found out that Wounded Warrior Project Alumni can call ahead and play for free. Ponte Vedra
Palencia - also pricey, but a beautiful course. St Augustine
The King and Bear/Slammer and Squire - These are the World Golf Hall of Fame courses and both are really gems. I really like King and Bear. St. Augustine
Hyde Park - on the cheaper side of Jax golf, and the grounds aren't perfect, but this is a hidden Gem on the West Side. Designed by Donald Ross, it's a lot harder than it looks. Green's Fees run in the 25-50 dollar range. 103rd St in Jax
I will say, I left Jax in 2009 for Knoxville, but my mother does still live there, so some of these places may either be closed or way different than I remember them (also the reason I excluded some places like Starlight, Fuel Coffee House, and Yesterday's, because they've changed).
San Marco is a great place to walk around and shop, as there are a lot of little boutique places that are great. For bigger, national stores, head to St. Johns Town Center. Avoid Orange Park Mall; The crowds are out of hand and the traffic on Blanding just isn't worth it.