Any good Cajun music or history t o take in on a Wednesday or Thursday in Eunice? We can't be there on Saturday.
If it's tonight and tomorrow, I don't see any live music in Eunice or Mamou. There is a zydeco dance lesson Thursday in Opelousas. Lakeview (see summerbum's link above) may have an idea or two. There is a lot of music in Lafayette.
DI's is worth a drive just for the food and atmosphere, but they have music on Thursdays, not Wednesdays.
There is the Prairie Acadian Cultural Center. It is run by the National Park Service and is well presented.
If you are a musician, the Savoy Music Center may be worth a quick visit. When the Saturday jam is not happening, it's just a great if quiet place to buy picks or look at guitars. They do sell some useful books and music.
The Eunice Depot Museum is worth a short visit. It documents Cajun culture.
The Mosaic Café downtown is a good spot for a cappuccino and meeting friendly locals.
Have a good visit.
This is a great (if ultimately incomplete) listing of Cajun and Zydeco music: http://www.arnb.org/louisiana.php