Must-see stuff: Art Institute, Field Museum (each could be a day in its own right).
Quick walking tour of State Street-- check out the inside of Marshall Field's, just for the amazing ceilings (mosaic and stained glass) and the funky food area downstairs. Or, head north of the river a few blocks and check out Hard Rock Cafe, House of Blues, and other like eateries.
Dinner: You *must* go to the Berghoff. As cheap or expensive as you want to be. Dress in khakis to feel most like you fit in-- you could wear jeans, but sometimes you'll also have people in suits or tuxes for pre-theater dinners. 17 West Adams, Chicago, IL 60603, Phone 312-427-3170. M-Th: 11a.m.-9p.m.; F: 11a.m.-9:30p.m.; Sat: 11:30a.m.-10p.m. Closed Sundays and Holidays (I didn't know that!) so you'll need to plan ahead a bit. Go early to miss the crowd or be ready to wait for a bit. It's well worth it. I always go for sauerbraten and spatzle. (German food, yum!) Totally cool, totally unique, and not horribly pricey. After prohibition, they got city liquor license #1, and have made their own beer for ages. For more history, info, menus, etc, go to
http://www.berghoff.com/
Wish I could find my city guidebook! The above will have to do.