Halkidiki has three peninsulas: Cassanra, Sithonia and Mt Athos. Cassandra peninsular is very popular with tourists, with Polichrono being one of the quieter villages. Here there are beautiful white sand beaches and crystal clear waters that you can walk into up to chest depth and still see the sea bed clearly. There are the usual sun loungers available along the beach and only a few water sports as it's more of a sun worshipper's beach than anything else, but it does have ideal facilities with all the bars and restaurants on the sea front. If you're looking for more activities on the beach then perhaps Hanioti Beach would be more suitable for you. Hanioti's beach flies the Blue Flag of purity and it is a wonderful long stretch of white sand and clear waters offering a wide variety of water sports, like boating, snorkelling and jet skiing, amongst others. Along the rest of the peninsular you will come across many more gorgeous beaches, some smaller and quieter than others but still offering good facilities. During the summer periods, the temperatures along the peninsula can reach over 30 degrees, so plenty of sun tan lotion is required as well as water to hydrate your body.
There is nothing special about the shopping in any of the villages along the peninsula; they sell the usual tourist souvenirs and gifts. Hanioti does have a wider variety with market stalls that are open until late at night, but again they are mainly tourist items. If you want to do some real shopping then take the coach trip into Thessaloniki, it's a couple of hours away but well worth the journey, as you will find a variety of stores selling everything from electrical items to leather goods and jewellery.
There isn't a great deal along this particular peninsular but there are many excursions to interesting places. They make take a couple of hours coach drive or perhaps a ferry ride to get to them but they are well worth the journey. Mt Athos is spectacular, its only inhabitants are the Monks and Hermits, there are no women allowed on the land. You can only view it from the sea and the mountains are lined with fabulous looking monasteries that are known to date back to 1453; brilliant for photo opportunities if you have a long lens camera. Petralona near Nea Moudania has some fascinating caves, where bones of fossilised animals that are now extinct have been found and studied to discover they are thousands of years old. The caves also have some magnificent stalactites and stalagmites; unfortunately you cannot take your camera in with you or use a flash. Petralon also has a very good museum that will keep you busy for a few hours. Book the excursions through your travel agent or tour rep or alternatively hire a car as they are reasonably priced and you can tour around independently, giving you time to see the places of interest at your leisure.