depending on where you are staying, Ashton Lane is a nice wander just off byres road in the west end (bars and restaurants), not too far from the Kelvingrove museum. http://en.wikipedia.org/wiki/Ashton_Lane
for shopping activities theres buchanan street, leads up to a huge indoor shopping area (you never know it might be raining), thats near to central train station.
for hen activities you could do the clockwork orange pubcrawl, aim is to get a drink at every pub on the subway route. Be warned it does go to a few unsavoury areas (ideal for shots i suppose!)and it does get messy! http://www.barcrawl.co.uk/pubcrawl.aspx?Crawl=84
theres the usual clubs etc, some will have a dress code.
comedy club – the stand – prob need to book, not sure about hen groups etc.
they do theme nights on this thing http://www.the-ferry.co.uk/theferrywebsite.html
i dont live far enough away to stay in town often, but ive stayed in the jurys inn before, its also close to central station. http://glasgowhotels.jurysinns.com/?gclid=CJGg66G02awCFYYPfAodCU11qQ
roughly when is the hen?