Went to school there '91-'95. Still miss MKE..
Fun things to do? Well, not sure of the current nightlife but here are a couple recommendations..
1. Kopps.. GET THE CHEESEBURGER! They have a different flavor of custard daily.. I recommend trying them all.
2. Brewery tours.. Nothing better on a Saturday than a brewery tour. Lakefron and Sprechter are my favorite.. Miller's OK if you want to see a warehouse and a canned show.
3. Pasta Tree.. It's a *SMALL* little place on the East side with the world's best pasta. They've doubled in size but it's still no bigger than a Chile's kitchen..
4. Safe house. Your mission should you chose to accept it... Great place to have a drink and a laugh. I've been there a number of times and still haven't seen all the cool things there. Say hi to Miss Moneypenny for me..
5. Chicago's only 90 miles down the road..
Have fun.