There are TONS of great, free resources online. My favorites are:

going.com for music, local events, etc. great for up and coming bands and things like rock n roll karaoke (who doesn't love that?) 

meetup.com - I've been learning spanish with a great group who meet weekly (for free!) I'm in a few wine clubs and (this is embarrassing) used to be in single people dating clubs on it too - and I never met anyone, but did meet some great friends

nyrr.com - run with groups, challenge yourself, learn better running techniques (lots of running groups on meetup.com too)

I think "learning" and "doing" for free are different concepts...but often the platforms overlap