Agree that Roubaix, and "La Piscine" art gallery (which also has an exhibition of the town's cotton-milling history) is worth a visit. The town is twinned with Bradford, but reminds me more, in appearance and to some extent in character, of smaller run-down mill-towns in West Yorkshire. It's interesting to see the townscapes travelling on the tram to there from Lille.
There's also a fascinating art gallery, LaM, Lille Métropole Musée d'art moderne, d'art contemporain et d'art brut, (specifically the section devoted to "outsider art", or "art brut" - by non-professional artists, autistic savants and some mentally ill people) at Villeneuve-d'Ascq, which is also in the greater Lille conurbation (I think a combination of metro and bus will get you there from the city).
The collection of medieval art in the Palais des Beaux-Arts in Lille itself is rather excellent too.
Plus, you can always eat mussels and drink some decent beers, even without needing to cross the Belgian border.