If you are looking for something outside of the Uni, but still somehow intellectually stimulating, check out the German American Institute in Heidelberg (DAI). You can find there up to date event list here.
DAI invites artists, guest speakers and musicians from all over the world and from different backgrounds, and consequently there is usually something interesting to do, yet affordable for students, and which is still a break from class. I was fortunate enough to see a lecture by the philosopher Slavoj Zizek that was organized by DAI. The video that I have managed to find on Vimeo and included below is the lecture that I attended, in which Zizek mainly discusses the importance of re-reading Hegel, a critical re-reading of Marx from the perspective of Hegel, and his own approach to both of these thinkers… with occasional extremely long digressions on theology, as usual.