I'm several hours north but get down occasionally. I was just down for a week of training a month ago. I took the architectural boat tour which I had never done before - if you want a cool relaxing way to see all the sights from the River that is the way to go. The museum of science and industry is pretty cool too.
Food wise I would defer to Pete but some of my favorites are
Girl and the Goat - You probably can't get a table but may be able to eat in the bar
The Publican - temple of pork
Lou Malnati's for Deep Dish Pizza - Also good are gino's east and Giordanno's but if you haven't ever had Lou's you have to try it
Johnnie's, Al's on Ontario, Bari's, for Italian Beef.
Bari's (little italian grocery store deli) for italian subs.
Rick Bayless' Topolobampo and Frontera are fantastic but extremely hard to get in to without prior reservations.
Steak - I haven't been there yet but heard fantastic things about David Burke's. One of my personal favorites is Gibson's (WR Chicago cut), Erie Cafe, Smith and Wollensky's (cool right on the river location), Gene and Georgetti, Benny's Chop house (Let's face it Chicago is known for great steak, take advantage of at least one meal at one of these places.)
Seafood - Hugo's frog bar (IF you are going to Chicago for Seafood your are crazy though.)
Japanese inspired - Yusho
Sushi/Japanese - Juno Momotaro
Chinatown - Lao Sze Chuan -
Beijing Duck Sun Wah BBQ (Call ahead if you want to do it)
Scandinavian Svea or Tre Kronor
Bar Food Duck Inn
Ramen - Furious Spoon (Wish we had Ramen like this in Milwaukee I have to settle for pho)
Tiki Bar - Lost Lake