So... what do people do on the weekends..
Time permitting, a bunch of us try to get out to Raleigh once a month, usually on the Friday after a block exam - for those of us that live near school, we either have a willing DD or just crash at one of the med student's apartments in Fuquay (20min-ish from Raleigh). If we can't make it out to Raleigh, then we would just have a huge celebratory gathering at the townhomes (the new ones built for the med students).
We also try to grab dinner once a week at Aviator in Fuquay-Varina. Also, every Wednesday is Trivia Night + 50cent wings at County Seat, the local sports bar here in Lillington which is always fun. They also have Friday Karaoke night as well.
This passed weekend a group of us got tickets to the Aviator Brewery Tour in Fuquay which was really fun, especially cause of the free beer and gear. Cary has a nice shopping mall and is 45 minutes north. Holly Springs is about 35 min north of us and has a bunch of restaurants and shopping as well. Fayetteville isn't as nice of a city but it's only 25 minutes south and has a movie theater and everything any other big city would have. Fuquay-Varina is 20 minutes north and has many basic shopping options as well (Staples, Walmart, Harris-Teeter, etc...). There's also a Walmart 10 minutes away from the school down in Dunn.
Other than shopping, we play pickup basketball and soccer a lot, utilize the golf course right behind the medical school which is actually really nice and cheap, and many participate in intramural sports (volleyball, soccer, and softball are starting up in a week or two). There are a good amount of cross-fitters here as well if that's your cup of tea. Wilmington Beach is also about a 1.5 hour drive from here.
It isn't NYC or Chicago, but you can always find something to do on the weekends when you actually have the free-time. Hope that helps.