Lots of fun stuff to do, just depends on the dates.
Second City Comedy Club is always fun, Blue Man group, etc. if you want shows.
Any of the museum, art stuff as most have recommended.
Navy Pier
The new http://theskydeck.com/ is cool if you want to stand on flexi/glass and look straight down from the top of the Tower...
3-day recommendations- http://travel.usnews.com/Chicago_IL/things-to-do/3-day-itinerary/
Use to be called the Observatory but they've made it more touresty now... http://www.360chicago.com/