I'm not sure if I'd want to spend valuable florida time shopping around for the right jacket. You will find stores, at Florida Mall, wether it be at Macy's, JC Penney or even Sears, for the department stores, or at dozens of other stores inside the mall (Mall at the Millenia will be a bit more on the posh side than Florida Mall)
But, personnaly, I would play it safe, and buy it at home.
We do a lot of shopping in Florida, mainly for clothes, but we're not set on what we want to buy. If we don't find something, cheap and nice, we don't buy, we'll buy when we're back.
But if you don't find a jacket that you both like, it might become a tension point, as you'll need to visit a lot of stores without being sure you'll find something right
I'm sure you'll eventually find something nice at the malls, my point is that it might be more expensive than expected, time consuming, and frustrating.