The rest of the world has finally begun to catch up to the fact that Milwaukee is a city of considerable charm, liberal attitudes, and a zero-attitude, vibrant gay and lesbian scene. It's also site of the nation's largest gay pride festival, Pridefest Milwaukee, held in early to mid-June each year (over the weekend of June 6, 7, and 8, in 2014).
PrideFest takes place over a three days at a beautiful and centrally located venue right on Lake Michigan, the Henry Maier Festival Park at 200 N. Harbor Drive, just off I-794 and a few blocks southeast of downtown.
The Pridefest hours are Friday, 3 pm until midnight; Saturday, noon until midnight; and Sunday, noon until midnight. Bruce Vilanch is the emcee on this. Headlining acts include Chad Michaels and Cazwell on Friday; Corky Morgan, Shane Ashton, Beverly McClellan, Mary Lambert, Big Freedia, and Macy Gray on Saturday; and Ian & the Dream, Ronnie Nyles & Tallulah Who, Dangerous Muse, Debby Holiday, Sandra Bernhard, and Lisa Lampanelli on Sunday night.
Considering the caliber of performers, the cost for the festival is a bargain: just $13 for general admission on any particular day, or $30 for a three-day pass good for the entire festival.
Additionally, numerous gay bars as well as gay-popular restaurants, hotels, and shops have special events and parties throughout Pride Week. Check local gay papers, such as Quest for details. Also take a look at the excellent GLBT site produced by the city's official tourism organization, the Milwaukee CVB.