A.C.
It will likely be cold next month. I would recommend Temple Square- not only is it free but is decorated so beautifully. Many people enjoy walking around with hot cocoa, enjoying the lights. I would try to head up one of the canyons as well- maybe visit Park City, which is very charming and has good shopping (also has an outlet store shopping center) and lots of great restaurants. I hear the Blue Boar in Midway (go to Park City and keep heading South) is one of the best bed and breakfasts; everyone tells us their dinner and brunch is to die for. You could go skiing or snowboarding at one of the ski resorts. There is a very nice aquarium in Sandy (south end of Salt Lake valley) that I think I would enjoy even without the kids.
I will keep thinking and will add on. I live in SLC but I have to admit most if the things we do center around the kids so I am having a hard time thinking of adult activities!
Hale Centre Theater always has really good plays- looks like they are doing Brigadoon in November. There is also Hill Aerospace Museum in Ogden (30 min north of downtown) which is super interesting and I believe it is free as well.