You can always go shopping! I've been to the Southern Hills Mall, Lakeport Commons, and Marketplace Shopping Centre there.
Southern Hills is the largest mall in Sioux City, you can pretty much find all the brands there. Lakeport Commons has a Gap outlet that I really liked. My favorite at the Marketplace Shopping Centre is a restaurant called Minervas. Actually, there are two different Minervas there, one is a proper restaurant with grill, the other is more like a lounge/bar with cocktails. I enjoyed the atmosphere there a lot.