This is our #1 recommendation for anyone who has not been to Chicago before. These tours take you on the Chicago River with a guide discussing the architecture of Chicago. The city is really meant to be seen from the river and you will learn fascinating stories about the city - you do not need to know anything about architecture to enjoy this.
This is the best museum in Chicago and it is right down town. It has several recognizably famous pieces. It is ginormous, you could spend a week trying to see everything, but our favorite section is the modern wing.
This one should be obvious, but if you are in for laughs, this is the main place. Although there are plenty of other comedy and improv clubs in the city, all very good. You will have to get tickets ahead of time.
For those of you who have not had the opportunity to try deep dish pizza, this is our recommendation (this is our preferred deep dish of the big chains). Get "The Lou," or whatever you get, don't sleep on the signature butter crust and the house salad with the house dressing.
This is a little farther, but if you have time to visit the south side, this is a great, very interactive science museum. It would be a great day paired with the University of Chicago campus.
Wrigley is a classic baseball stadium with a fun environment. A great option if you want to be outside and see a game. If possible, see if you can get tickets for one of the rooftop seats just outside of the stadium - it is a unique view that might not be around for much longer and they often include food and drinks.
This is not on the list just because Jess went there (twice). It is a beautiful campus and is often listed on 'Things to See in Chicago' lists. Gothic architecture covered in ivy. But it is a little further from downtown, so be warned.
You will have to get tickets ahead of time and be prepared to go through a laundromat front to get in. But this is one of the coolest places we have been in the city and its a great, intimate magic show in a speakeasy setting.
The Infinite Wrench is a show done by the Neo-Futurist Theater. They attempt to get through 30 mini plays in 1 hour, all written by the performers.