There is usually a cost for the step pyramid entry fees, like all other National Tourist sights.
I found the evening light show a little cheesy. I did not go on my second visit to Cairo.
In May 2011, when times were tough, we had 20 minute camel rides for $15 USD per person, from the entry gate, via the Sphinx to the smaller pyramids in the back...
Planned demonstrations are usually on Fridays. Most of them seem centered around the downtown core and some suburbs of Cairo. Unfortunately, unless you have good command of Arabic, it is difficult to predict where this will happen once you are on the ground in the country.
All day taxi for 350 EGP is good value, considering the taxi ride from downtown to the airport and vice versa is usually 80 EGP...
Sounds like you had a great trip!!