What about Pasadena? There are a lot of shops and restaurants along the main street (colorado blvd). If you're going to be there Jan 1-3 you can see the Rose Parade floats on display. There is also the Gamble House that you can get a guided tour of which is interesting. Near that area is the Huntington Library and Gardens which has several museums/art galleries and also a lot of gardens and paths to walk around. The library has some historical books on display like a Guttenberg (sp?) Bible. It's actually a lot more interesting than it sounds. Or there's the LA Arboretum that also has a lot of interesting gardens to wander around. I'm sure if you go to Pasadena's website you will be able to find a list of things to do there. Since you've done all the other major sites around the area, Pasadena might be worth checking out.
Also, if you want to go further away from the area you could drive up the coast and see Ventura and Santa Barbara. Up a little further and you will see San Luis Obispo which has little shops and also one of the California missions. Monterey is further north from that and it has a really good aquarium. IMO, it's better than the Aquarium of the Pacific in Long Beach but of course it's further away too. And of course, if you go up further you will get to San Fransisco which has a ton of interesting things. Just fyi, SF is about a 6-7 hour drive from Orange County if you take the 5 so not sure if you want to go that far away but since you mentioned going to the Grand Canyon and other places that are further away from Anaheim I thought I would mention it. Hope that helps!