St Augustine has an excellent core community with several quaint shops although there is a high tourist trade, we enjoy the area an often strike up interesting conversations with the tourists.
Atlantic Beach, is also "small town" but not as many shops.
A really "undiscovered place is Fernandina Beach right in the Northeast Corner (literally) of the state with much of what you seek.
Come on down and look at what Northeast Florida has too offer
J.D. "Dan" Weisenburger, GRI
Coldwell Banker Vanguard Realty
You have a wide variety of choices on Florida's east coast. I've been helping people buy, sell and rent Florida coastal village homes for 30 years. Julie Rosenthal, Broker / Property Brokers International Phone (561)827-6789 Email: email@example.com
In Jacksonville, closest you get to that is Riverside/Avondale or San Marco. Near the beach it's Atlantic Beach area, but not as much shopping yet.
I live in San Jose near Bolles School and Lakewood shopping, but not a walking community. Again, best bet is Riverside Avondale for a good walking community that compares to the big city "villages. I loved Adams Morgan, and it very much had a village feeling to it. Let me know if I can help you.