Some stores offer free activities. Your local library probably has a lot of different activities.
http://www.spencerlibrary.com/services.shtml The calendar for the library lists story time at 10:30 AM on Tuesday and other activities.
http://www.parkermuseum.org/#nogo All the searches for your area recommend Parker Museum, and admission is free. Another fun museum activity is to go to a local art museum, and put a few postcards in the gift shop. Have your son try to find the pictures in the museum.
As others have said, play areas in the mall are good, especially when the weather is too hot or too wet or too cold.
If you have an iphone or some other smart phone with gps, you can try geo-caching. Here is a link to some sites in Spencer:
http://www.geocaching.com/seek/nearest.aspx?lat=43.14581&...
Lowes, Home Depot and Barnes and Noble all have free kids activities, but I don't know if you have one in your community.
We go to Whole Foods and Central Market and try all the samples. My kids will eat anything if you put it into a paper cup with a toothpick in it.
We go to different parks to try out their playground equipment.
At home, try bubbles, sidewalk chalk (you can also crush it, add a little water and let him paint with it), playdough and other cheap things like that.
Make your own playdough or salt dough and bake and paint it.
We take our book of discount coupons (the entertainment passbook) and take $10 and go through various drive thrus and see how much value we can get for our money.
We have also taken a $20 gift card we had to Kohls just to see how much we could get for the money. You know how it always shows how much you saved..we tried to see how high we could get that number. We bought things on super clearance and used them as gifts if it was not something we needed.
Good luck and have fun!