That's my hometown. No, there's nothing there but vacation/nature stuff. It's an unincorporated village surrounded by other unincorporated villages. In the summer, the population swells to accommodate over a million visitors. Think Cape Cod, but populated with Chicago/Milwaukee/Minneapolis snobs insteada NYC/Boston. Very beautiful, but no chains (by decree), no thrift shops (that's for poor people), I guess you could try the dozens of antique shops. Sturgeon Bay (the "city" in Door County) has a couple really good thrifts, I found the Creme Soda LP at one for a quarter, though I think members are from the area. Again, if you're into nature, I can suggest a bunch of stuff, but as for "rock" culture, there isn't anything. Good restaurants? Sure. Lemme know your mobility, the month (shit closes down in winter), and what you're looking for, and I can help.
I actually lived in between Fish Creek:

And Ephraim (Wisconsin's only dry town):
