I'm sure this has been suggested but if it hasn't yet, and as I'm from Chicago and don't really care to go through this whole thread (sorry but it's my peragotive when I live in the city and don't need the advice myself!), I'd suggest going to:
Michigan Avenue if you like shopping
Gino's East or Giordano's for some great Chicago pizza
Navy Pier to ride the ferris wheel (great picture op on a sunny day)
Sears Tower or John Hancock
Soldier Field(Bears play here)/United Center(Bulls, Blackhawks, concert venue, etc.)/Wrigley Field.
If you're looking for a bit of entertainment, you can always check out the Cubby Bear, they've sometimes got bands playing there. Drive up and down Lake Shore Drive.
Most of all have fun, be careful, and don't give money to every person that opens the cab door for you at the train station, etc.