One of the nice things about Chicago is that there is always something going on, which means having favorites is not needed.http://chicago.metromix.com/
I agree with X about NP, and boat rides. Once is more than enough. There are of course museums and theatre. There is the summer music series at the art institute:http://www.artic.edu/aic/calendar/event?EventID=4990
Can be a good place to start the night.
You could get a shave at:http://www.truefittandhill.com/landing.php
if taking 45 minutes to have something done to you that normally only takes 30 seconds appeals to you. I personally almost went insane.
There is a beach of sorts. I live about 4 blocks away. I've gone twice. Miami and San Diego have nice beaches. Moving on...
There are many places to eat. Some quite good, but you can reflect on why the art of pizza and fried dough is such a difficult concept to master. And get your fill of pastrami before you leave NY because its just not the same.
If it is your first time you should consider here:http://www.quartinochicago.com/
young professional crowd, sit on the sidewalk and enjoy the scenary. I am sure there are better places but at least here you don't need to worry about someone dropping a disgusting thick pizza on you, killing you in the process.
Just don't walk 4 abreast on the sidewalk. We have enough people here that do that.