"In Chicago you must
1) go hear blues music. A couple places to go are Legends and Kingston Mines. If you're staying with friends, ask them. Different people have different favorites. One performer I really liked on my last trip was Joanna Connor, a big girl who can play Hendrix, Cream, trad blues, etc.
2) have stuffed and/or deep pan pizza at Gino's East, touristed for a reason. A recent MA also recommended Giordano's.
3) go to the Art Institute of Chicago. Take a journal and spend the day. When you feel saturated, head to the cafe for a break and start again when you're ready. It's outstanding and overwhelming.
4) go to Rush Street if you're looking for bars or just some variety.
5) go to The Cheesecake Factory if you like/love cheesecake. The turtle cheesecake (chocolate, caramel and pecans) is my personal favorite. Divine. Plus the restaurant food is gorgeous (the jambalaya and the Factory Burger are a couple I'd recommend) and served in quantity, to say the least.
6) check out the bookstores near the University of Chicago--Powell's is great for used books, The Scholars' Co-op for new. Set a budget and expect to break it. For events &c. I've heard Women and Children First bookstore is a place to go.
7) when you're in the University of Chicago/Hyde Park area, find The Dixie Kitchen and Bait Shop for delicious Southern food.
8) for a wonderful breakfast of any kind--crepes, french toast, pancakes, omelettes, etc., etc., go to Yolk. Freshly, ideally made, with large portions and good prices. On weekends it's best to go early or you'll have a wait."
I'd be glad to hear about others' favorite Chicago places, restaurants, etc.