Chicago is a great place to visit.
World-class museums (including but not limited to):
Field Museum (has "Sue" the most complete T Rex skeleton) Museum of Science and Industry (German U-Boat! coal mine!), Art Institute (2nd largest art museum in the US), Adler Planetarium (oldest planetarium in the US), Shedd Aquarium (beautiful location on the lake), Museum of Contemporary Art, Chicago History Museum, Museum of Broadcast Communications...
The Field, Shedd and Planetarium are all part of the "Museum Campus" and are within walking distance of each other.
Navy Pier - a bit touristy, but has the Chicago Children's Museum and the Ferris Wheel.
The observatory on top of the Hancock building has a better view (IMHO) then the top of the Sears Willis Tower; but the latter has the ledges (glass boxes that extend out from the side of the building). The former has a nice but pricey lounge on the 95th floor.
Chicago has some of the best architecture in the country. Take one of the boat tours on the Chicago River, or head out to nearby Oak Park, home to Frank Lloyd Wright.
The parks are first rate. Millennium Park on Michigan Avenue (right next door to the Art Institute) is home to the "Bean". Look for the statue of Lincoln in Grant Park and the statue of Grant in Lincoln Park. Buckingham Fountain is also in Grant Park.
The two zoos are Lincoln Park Zoo (in Lincoln Park) and Brookfield in the suburbs.
State Street and Michigan Ave. are the main shopping districts. We also have fantastic restaurants.