As far as record shops are concerned, I am afraid there ain't much of a choice at all. There is Head Records in Victoria Square, but it's a more 'indie' version of HMV. For an actual independent record shop, then the only other option is Dragon Records, which is not far from the city hall. They have a decent enough selection of stuff and both dudes that run the shop are always very helpful and up for a chat. Especially Gary, as far as Northern Irish or Irish punk is concerned, if he doesn't know about it then it's probably not worth knowing.
Vegan and veggie food is another downfall of the city, although only a minor one. There are two vegan/health shops in the city, one on the Lisburn Road (think it's called Eatwell) and Nutmeg in the city centre. As far as cafes/restaurants, there isn't anywhere that is specifically veggie/vegan, but most places offer a decent enough veggie option. Your best bets are probably either Grapevine (even though there has been some dodgy stuff going on as of recent) in the city centre or Boojum on Botanic Avenue in the university area. Boojum is pretty much a Mexican 'fast food', it's extremely popular and their veggie burritos are the bomb. However, if you are there for long enough, the new Warzone Centre might open up and they usually have a hangover cafe on saturdays making easily the tastiest vegan food in the city.
For shows and listings you can either go for Fastfude (fastfude.org) or BBC Across The Line (www.bbc.co.uk/blogs/acrosstheline/gigguide) for the more 'mainstream' local stuff. For more metal oriented stuff your best beats are Metal Ireland (www.metalireland.com/gig-dates/) or Distortion Project (www.thedistortionproject.com/upcoming-shows) who put on a monthly saturday matinee and some of the bigger metal shows. There isn't really anymore a punk or hardcore scene in the city, there are the odd shows but usually it works a lot on Facebook or through word of mouth. For the bigger hardcore bands, the dude that puts on shows is Phil, but he doesn't have a page for his promotion thing anymore. As for all the big touring band, chances are most are going to be promoted by CDC Leisure (www.cdcleisure.net/events.php).
As far as interesting stuff to do, probably the best bet are the Ulster Museum, one of the bus tours or one of the tours on the Lagan. It's stuff tourists do and it's something that you can only do once before getting really bored. Often it's a matter of making your own entertainment in the city. If you are into movies, however, the Queen's University cinema/theater has always shows on and a lot of international movies. Besides that it's just a matter of keeping an eye on whatever is going on as far as festivals are concerned (and there is always a shitload throughout the year), if you are there into November then you should be able to catch the Belfast Festival @ Queen's.
As far as venues the main ones are Auntie Annie's, The Limelight, The Menagerie, Black Box, Spring & Airbrake, Mandela Hall and the Speakeasy (both of the latter in the Student Union). The best pubs are probably Lavery's (they have a weekly free reggae night every monday in the back bar), again Auntie Annie's, Filthy McNasty's, the John Hewitt, Katy Daly's, the Bunatee in the Student Union, Duke Of York and McHugh's. That's what I can think from the top of my head anyway.
On the football side of things, the teams that are mostly associated with the Catholic/Nationalist community are Cliftonville FC (also the oldest football club in Ireland), Donegal Celtic and Glentoran FC. The two teams more associated with the Protestant/Loyalist community are Linfield FC (the most successful team in the IFA Premiership) and Crusaders FC.
If you are going to live in South Belfast then you are in the perfect place, most of the stuff to do is in South Belfast and the city centre is always less than 30 minutes walk from anywhere in South Belfast within the city limits. Hope this has covered most of the stuff, but if you need any more info sure give me a shout and I'll help get you all the info you may want!