4th of July weekend in South Beach is mostly local people...it's at its best during tourist season, so I don't blame you for wanting to leave. (That says something about my fellow Miamians
)
I wouldn't go to Naples - way too laid back, IMO - unless you have a date to go with. Then it's nice to watch the sunset. I wouldn't call the shopping there "great," unless you're into touristy stuff. (Much better shopping in Miami.)
Taking a drive up A1A to WPB is nice & scenic, but it's really hot in the summer...even if your car has AC. And Florida drivers - well, we have all types, but the roads are much less busy now that the snowbirds are gone. Driving in Miami is extremely aggressive.
A 3 day cruise is an option, but often, it all depends on the crowd who's on the ship. If you're stuck on a ship with an elderly church group, it's not much fun. But other times, there are fun people. Check out the cruiselines' websites.
If I were you, I'd take a drive down someplace in the Keys & go snorkeling or scuba diving (get certified!). Stay away from Islamorada (The Tiki bar), because a lot of Miamians head there for the weekend too.