On a budget, skip Maggie Daley Skating Ribbon (winter) — the spend outweighs the payoff.
Free w/ own skates; ~$15 rental
Far more fun than a standard rink — the ribbon winds and dips through the park beneath the downtown towers, making it the city's best winter activity. The honest catch is the obvious one: it only runs in the cold months, it's busy on weekends, and you'll want to book a session and rent skates ahead.