[A.P. Keaton]

1. take a tour -- the best is the boat tour that goes through the Chicago River and out onto Lake Michigan; they also have a tour that shows you famous gangster sites (i.e. St. Valentines Day Massacre, theatre where the FBI ambushed and shot Dillinger, Capone's hangouts)
2. Take the El train and just ride around -- take the Brown line around the Loop to see downtown and Northside Neighberhoods like Lincoln Park and Wrigley -- get off on the Armitage and Belmont stops and check out the neighborhoods
3. Navy Pier --kinda a tourist trap, but gives you the best view of the skyline.
4. Get Chicago style pizza or go to a steak house. Can't go wrong with Gino's East, Lou Malnati's, Pizzeria Uno or Giordanos for pizza. Try Gibson's Gene and Georgetti's or The Chicago Cho House for steak.
5. Grab a martini at the Signature Room (98th floor of Hancock Building). Also cool to have a drink at the hotel bars in The Peninsula or Park Hyatt.
6. Go to a blues bar. The old school blues guys are still around but they are a dying breed. See them while you can. Try Buddy Guy's Legends or Blue Chicago.
7. Catch the red line downtown and check out Chinatown.

I'll post more if I think of anything else.