A really fun thing to do that I have enjoyed since I was a first year student is going to Bradford Beach. It is a great thing to go and do once the snow melts away and it gets nice in the Spring. It's really cool because it's free.
Bradford is located right along Lincoln Memorial Drive. There are paths to go run, places to eat lunch, and plenty of room to play what ever you could desire. And lets be honest there is nothing better than watching the sun go down over a huge lake.
A lot of people don't know, but at a lot of the residence halls can rent stuff to bring to beach.
It's not only a fun, free thing to go and do, but it is hard to call yourself a UWM student without going there at least once!