Union Station, gotta check that out. The Plaza is a cool little spanish styled shopping area, but usually too expensive for my tatse. Some of it is worth it, some of it is expensive just because its "The Plaza", Westport is a great drinking area right by The Plaza. Crown Center is a cool mall, but I always get lost trying to frickin get there. Its by Union Station, which is a little ways down the street from Westport. Crown Center isnt all that hard to get to, but for some reason I just go all retarded trying to get there.
The City Market is cool too, but I dont know how often they have stuff going on. I only go down for the occasional festive attraction, in which case its a great place. Theres some good BBQ around too, but it seems the best BBQ isnt the big name obvious places.