Ever discovered a great deal after you'd already paid good money for something very similar. That is obviously true of physical objects, such as clothes, but it is also true of experiences. Fortunately, the internet has made it a lot easier to find cheap and free ways to have a little fun.
Nearly every major location has at least one website that compiles free activities in the area. For example, you can find things to do in Washington, DC at the National Geographic online travel guide, or at WashingtonDC.org, and similar resources exist for most cities in the US. Sometimes you will find them independently, or through travel websites such as TripAdvisor.com.
If an internet search doesn't give you any results, try the local area visitor's bureau, or check out the individual websites of the major attractions. For example, the San Diego zoo offers free kids admission during October of each year. I discovered that just by going to the Zoo's website and clicking on the discounts page.
Lastly, ask around. Social media such as Facebook has made it quick and easy to solicit the input of a lot of people in a short amount of time.
As always, double-check the provided information before you head out. A phone call might save you some stress if an event has been changed or cancelled. Online listings aren't always updated regularly, and details can be outdated.
Let me know what free or cheap fun you've had this weekend.