Check out "The Bean" and stroll around Millennium Park. Nearby is also the Jay Pritzker Pavillion, the Art Institute of Chicago and Buckingham Fountain.
The architectural boat tours are a great way to see and learn about Chicago. There are a bunch of different companies that offer tours leaving at various times throughout the day. All the boats leave from the river off/around the cross street where the river meets Michigan Avenue.
The second-largest art museum in the country, the Art Institute houses a treasure trove from around the globe. The collection of impressionist and postimpressionist paintings is second only to those in France, and the number of surrealist works is tremendous.