Off the top of my head...
Museums:
Art Institute, Field Museum, & Museum of Science & Industry (cab ride from downtown, but worth it, IMO). Gotta agree with AF about the Shedd. It's kind of blah. If anyone is interested in photography, the Museum of Photography in the Loop (Columbia College) is interesting.
Shopping:
I like North Michigan Ave and Watertower Place. Navy Pier is too touristy for me. Chicago Place is boring, but it offers a place to warm up. The Bucktown and Wicker Park neighborhoods have some fun and funky shopping.
Viewing the city:
Go to Hancock Observatory over Sears. Less crowded, and the employees are nicer.
Fun Stuff:
Hershey's Chicago, Lincoln Park Zoo.
Food:
Any restaurant in Greektown (I like The Parthenon and The Greek Isles best). Pizza - Gino's East on Wells or Pizzeria Ora on LaSalle, or you could venture to Pizzeria UNO or DUE.
Hope this helps.
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