The Field Museum, the Art Institute and the Magnificent Mile are must sees. You should also go to the Shedd Aquarium, which is right near the Field Museum. It's amazing.
And since you're coming here around Christmas, you should definitely go shopping on State Street. All the shops (especially Marshall Fields) put up beautiful decorations and it's just a very "Christmas-ey" atmosphere.
Oh, and if you want stuffed spinach pizza, go to Gino's East. It's the best, although Giordano's is quite good as well.
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"I buy socks."
-Adam, when asked what he does with the money he would have spent on drink.
"The babes, the feast, and the toga conspire to give Adam the bearing of a Caesar (one of the late, inbred, lunatic Caesars, perhaps, but a Caesar nonetheless.)"
-Bill Flanagan, at an after-concert soiree with the band and Co.
"If I didn't have my spoons, I'd go insane."
-Adam, The Simpsons