When we stopped by in Mallaig, we went down a neat little place called Haggard Alley, home to a shop full of Harry Potter merchandise. It was small, but filled with all sorts of cool little things, and I managed to snag myself a nice Ravenclaw journal, so I'd call it a success! We also had some fish and chips (who wouldn't?) and some ice cream before getting back on the train for the return journey.
All in all, an awesome day!
The Jacobite Steam Train
(aka Hogwarts Express)
more info and details can be found here