http://www.msichicago.org/

and the Field Museum

http://www.fieldmuseum.org/

Get a Chicago dog, and a proper Pizza. Do NOT, I repeat, do NOT go to a “Uno’s” chain. Only go to the original in the loop, or “Due’s” a block down the road. If you must eat at a chain, make it Lou Malnati’s.

Check out if the tour is being given at Wrigley field. I’ve never been but everyone on here and I’ve met in person has highly recommended it and worth the $25 or so. Also, a Bulls or Blackhawks game could be fun.

The boat tours leaving from Navy Pier are a lot of fun. My family has particularly enjoyed the “architectural” tour that takes you on the river and points out the cool buildings that have helped shape the town.

If you want to go in a tall building, I’ve always heard it’s better to skip the tourist elevators at the Sears and Hancock, and instead get in the elevator heading to the bar at the Hancock. You’ll have to buy an overpriced drink, but that will cost the same as the elevator ride one level higher would – and you get a drink to boot!

There’s always stuff such as Blue man group, second city, etc. to check out.

Metromix, The Reader and Chicagoist. Those sites will give you a good idea on what to do.
A few pointers on what the Commander above said:
The architectural tours board on either side of the Michigan Ave. bridge, not on Navy Pier. They are well worth the time and money. Navy Pier is a cesspool of overpriced restaurants and dumb attractions. I would avoid it altogether.
The Signature Room is the best option for city views. No argument. However, avoid going Friday or Saturday to avoid hour-long lines. Sunset is around 6:30, so try going up there around 5 on Thursday for good day/dusk/night views. Thursday’s supposed to be clear and warm.
I believe the Wrigley tours are closed for the season, but go to the Cubs Web site to confirm.
I like to recommend Mr. Beef on Orleans and Erie for the best italian beef in town.
Have fun in this fair city.

Plus the Billy Goat Tavern is under Michigan Ave. there, always fun. Don’t miss Millenium Park and the Bean.

Check out this thread.