Yeah - I'd avoid downtown Louisville this weekend. Are you going to be solo? Knob Creek gun range is south of Louisville. Kentucky Gun Company is in Bardstown, also 60mi south of Louisville. They have an amazing inventory. You're probably want to do something other than firearms, but hey, you asked on p-f.
Second the bourbon tour - again, may be a bit more busy because of Derby - but you can hit BT, Four Roses, Woodford for a day. The BT tour is free, though you can do some other special ones for a small price. The free one is still pretty good. And no, you won't find any Pappy or Blanton's or any of that in the gift shop.
Next week, after Derby, though, it's reasonable to go to Churchill Downs - it's pretty fun without the crowds. They should have night time racing.
Jeff Ruby's is a chain, but a great steakhouse, but also $$$$ but they treat you right. Other places are Mussels and Burger Bar - awesome food. People like Jack Fry's - I think it's overpriced, but YMMV. For exercise, there's a walking bridge to Indiana by the waterfront- if the weather is nice, it's a great run to and fro.
On top of the Slugger museum, there's Slugger Field and catch an AAA game for $10.
Any other specific questions, just DM me if you want.