The kid's club (Adventure Ocean) will be open until at least 5 on port days, and will open between 8 and 9 depending on the port.
Also depending on the port and the day you may be able to leave your son with them longer. One port day is also a formal night and if you sign up for the kid's dinner that night, you could actually leave your son at Adventure Ocean until 10 PM.
As for shore excursions, we did ours through a third party and not through Royal Caribbean. We did an ATV and repelling trip that was fantastic, although that might not be your style. The company we dealt with did offer horseback riding trips in both Cabo San Lucas and Puerto Vallarta, both of those might be of interest to you. For your husband, I think the best golf port is Cabo San Lucas and the best shopping ports are Cabo San Lucas and Mazatlan.
We were just on that same itinerary over Halloween, and were extremely impressed with how well the staff in the Aquarius treated our 3 year old.
I've got pictures of the trip in my photo gallery
and we did a review of the trip here