We go a couple times a year. Do you know where you are staying? How old are the kids?
Shed Aquarium is great, I like it better than Monterey Bay.
The kids museum at the Navy Pier is awesome. The other 3 museums are good too. (Field, industry, history)
Lincoln Park zoo is free and great if the weather cooperates.
Navy Pier is a fun afternoon.
You can also do all of the googleable scenic overlooks and skydecks etc...
I would stay downtown as close to the lake as possible (we like the Hyatt), but if not, use the train, it's easy and convenient.
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