I went to a wine-tasting with some friends tonight (didn't have the kids). It was free and fun, had never done that before. We have a dollar movie theatre in town. The local park/lake is fun and free, feed the ducks and people watch, a gazebo too.
My local newspaper has a list of activities for every day of the week, and on Friday have a special section devoted to stuff: concerts, local events, all kinds of stuff, ranging from free to cheap to expensive. Maybe you have a local paper like that too?