dc3,
first, I have to ask.... why move from CLT (if that's where you're moving from)? I am from the CLT area and am trying to get back there.
As to your Q's....... I'm not a swim/bike/run guy but I do ride a bike (road & Mtn) and there's a pretty big bunch of riders in MEM. I know there's a big tri group but I just don't hang with them (mostly because I don't live there). Check out RB's Cyclery when in MEM. It's near the Wolfchase mall.
"Outdoors," a local retail store, is THE outdoors store (IMHO) in MEM. Outer wear, rock climbing gear, kayaks, bikes, ski gear, etc... Great selection of stuff.
Dog parks, don't know. Restaurants -- hope you like BBQ but seriously, there are a few others.
Pedestrian friendly downtowns........ hmmmm, if you're meaning a place like Portland, OR or Seattle, WA then you're SOL. MEM has a downtown and nightlife (Beale St) but I wouldn't go alone. Midtown is OK too but neither of these are anything like Portland or Seattle. In the summer, the local baseball team is a AAA farm for the Cardinals and the stadium is downtown. That's a good time.