There is a TON of stuff going on in downtown Lexington and in the surrounding cities.
They have the Alltech Fortnight Festival which is a bunch of concerts in and around Lexington. Some free and some are not. During WEG Thursday Night Live in downtown Lexington (By Cheapside) will be happening. Free Music, there are some food stands and its a pretty relaxed environment.
I know there was talk of a Live Stream from WEG in Downtown but I’m not sure if that is truly happening or not.
It is also Fall Festival time in Kentucky. Every weekend there are a ton of festivals going on throughout Kentucky. I know on the 18th &19th is the Midway Fall Festival that I usually go to. Fun and Small. 
For the rest I can’t think of it all off the top of my head. Might Check out www.kentucky.com for more info or the WEG website. Here is the WEG part of the Kentucky Website http://www.kentucky.com/weg/#navlinks=*Home:mi_featured