If you want to see a show while you're in town, try and grab some tickets at Cincinnati Music Hall in Downtown Cincinnati. If you enjoy the show and want to see another, Know Theatre of Cincinnati, Ensemble Theatre, and Cincinnati Shakespeare Company are all a short walk away.
If you like haggling for the best price, you might want to head out to Findlay Market in Over-the-Rhine and take in the atmosphere. There are also lots of shops and restaurants in the area if you fancy a wander.