In case you aren't aware of the Fleetwood-Jourdain Center in Evanston. Fleetwood-Jourdain Community Center is a wonderful resource to the City of Evanston's residents. This is also the oldest community center in the city. We sent our preschooler to summer camp there last year and he had such a wonderful time. For the price we paid and the value we got, it was a terrific experience.
Anyway, they also offer a variety of programming which includes basketball, roller skating, karate and art classes, as well as after-school and summer camp programming. For roller skating, it is super affordable as Evanston residents under the age of 18 get to skate free (skate rental included). We've gone before on Saturdays from 6:30-8:30pm which is Family Skate time.
Check out their website for the latest times and availability of the roller skating. It's not really a rink as it's more of an indoor space that is used for roller skating but for the price and the fun of it. Participants are allowed to bring their own roller skates (if compatible with the floor surface), helmets and pads.