Chicago has a ton of free activities associated with the holiday season, and one of the more prominent is the Christmas Tree Lighting in Daley Plaza. Held during the first week of the month of December, this free non-ticketed event is part of the Magnificent Mile Lights Festival, noted for its beauty and pomp. The Chanticleer Men's Choir gives its free holiday concert every year at the Fourth Presbyterian Church. And during December there is free caroling at the Cloud Gate structure, also known as "The Bean," from 6 to 7 p.m. Fridays at Millennium Park.
If you have your own ice skates, you skate at the McCormick Plaza Ice Rink on the corner of Michigan Avenue and Washington Street for free. You may also rent skates there. In addition, admission to six of the nine Chicago District ice rinks is free, and renting skates at those rinks is fairly cheap. Location information can be found at www.cpdit01.com/resources/ice_rinks.
Nearly every museum in Chicago, as it does throughout the rest of the year, offers at least one free admission day during the week. For example, the expansive and popular Field Museum of Chicago offers free basic admission on certain days of the year, and has five free days in December.