Take a weekend trip to an historic park near you. Historic and national parks typically have campgrounds that you can stay at so you can get a reservation there ahead of time. Bring food that you can easily make in the great outdoors such as sandwiches. Go hiking or fishing and any other activities that are free that you can take advantage of in the park. Take lots of pictures so you can remember your trip.
A trip to wineries is a cheap trip you can take with your friends. Split a hotel room and go wine tasting. Tasting is not nearly as expensive as buying bottles of wine and there is no obligation for you to do so. Plan ahead of time to see which places are having specials on wine, lunch, and dinner. You can also find packages that include wine tasting if you stay there.
Go to the beach for the weekend. Public beaches are free to go to. You may have to pay to camp at the beach or for the motel if it is in your budget, but if you are with a group then you can split it between you. Pack your food ahead of time as well so you do not have to eat out.
Get a package and go to a day spa for the weekend. If you get a package it will be cheaper than you going to the spa and buying the services individually. They also run specials on certain days so ask what they are offering. Go with a friend so you can split the hotel room cost.