I visited Chicago in 2006 to celebrate my first transplant anniversary with some of my friends. We spent a weekend there and I'd really love to go back soon!
There were four of us on this trip-me, my friend Amilia, and our two other friends, Tom and Troy. During the day on Saturday we split up, but we all ate dinner together that night and saw Wicked at the Oriental Theater.
Congress Plaza Hotel 520 South Michigan Avenue. Part of the movie Return to Me was filmed in one of the ballrooms here. It's centrally located, right across from Grant Park and near Shedd and the Field Museums.
The Field Museum 1400 Lake Shore Drive. Amilia and I adored the Field Museum. They had an exhibit on King Tut running when we were there, but there's also Sue the Dinosaur, their "normal" Ancient Egypt exhibit (which is great), and a host of other things. There's also a McDonald's. (I do not, however, remember it being so expensive to visit....but it's worth it. There's also, like Houston, a City Pass, which also includes Shedd. )
Giordano's : multiple locations. If you're coming to Chicago, you have to eat some deep-dish pizza. This is where we went, and the pizza did not disappoint.
Rosebud Theater District: We had dinner here before Wicked, and it did not disappoint. A really lovely restaurant with a great staff and excellent food. (There are multiple locations throughout the city.)
Grant Park: "Chicago's Front Yard", it includes the Shedd and Field Museums, as well as Buckingham Fountain, the "bean", and hosts other festivals throughout the year.
Navy Pier : Since the Ferris Wheel was invented in Chicago (and named after its mayor at the time), ride the one at Navy Pier. This is a fantastic place to explore, eat, and generally hang out.
The Miracle Mile: OK, really, you sort of have to at least visit this. We stopped in at the American Girl Store, but there's also a huge LEGO store, a Nike Store, etc. etc.