Is it possible to do cost effective weekend trips?

[Wind459]

Hows it going, complete travel newbie, I know how to road trip, and have taken family vacations / business trips but never setup a trip by flight for myself where I would be going solo. There is just a ton of stuff out there, for people that have super flexible work schedules ( and can leave for months at a time) but  I don't have that luxury. What I am trying to do is figure out how to get weekend trips to random destinations done on the cheap. Is this possible? Where do I get started? I don't mind flying out really late/ early Fridays/ Sundays , and like I said I am flexible with where Im going. I live right outside of O'hare so access to flying is only minutes away for me. I would probably limit it to 6 hour flights so I have time to enjoy whatever location I go to, but cause of my location  that gives me tons of options. So is this a thing ? Is  flying "standby" the cheapest way to go? Also any books you can suggest on the topic would be great. Some places I want to visit are Arizona , Colorado , Montana, Seattle, Maine, Texas, who knows what else, maybe parts of Canada? PS so much of the materials I've been running into online is a gimmick or sales pitch, any help sorting this out is once again appreciated.