I live in Chicago! Depending on where you're staying, there's a bunch of cool things to do as Chicago is a city of neighborhoods.
Wicker Park and Logan Square are popular neighborhoods to check out and they're on the cheaper end. California Clipper, Rainbo Club, and Common Decency are bars that are worth checking out. I know that Common Decency has a happy hour 4-6pm 7 days a week.
If you're into movies, check out the Music Box Theatre! It's a 95 year old arthouse movie theatre in the Southport Corridor/Lakeview neighborhood that shows independent and second run films. Speaking of Lakeview, Clark Street is pretty popular if you're going to check out Wrigley Field! There are bars up and down the block so you won't need to walk far to find a place to drink at for cheap.
If you need any more ideas or recommendations, let me know!