Located in the central park of the city, this Cultural Institute is where you can do and see many different things and most of them for free! There you can find a huge theater (and also a small one), a movie theater, a cafe, art galleries, a book store and a souvenir shop. Besides all of that its building is a great example of modern architecture.
Their movie theater always hosts cool film festivals which are mostly for free, so it is worth checking out what's on. When there is an opera show or a classy concert happening in the city, it will probably be in its bigger theater. And their main gallery has received really cool art expositions of Brazilian and international artists.
If you are interested in watching a film, get there at least 30 minutes before it starts.