Coco Pazzo is a fine little Italian place we like quite a bit. Two locations -- we've only been to the one by Northwestern. Rosebud is usually recommended, but i find it a bit touristy...Coco Pazzo does not have that vibe to me.
If you like live blues, try Buddy Guy's over by the Chicago Hilton.
For Chicago deep dish, the main ones you'll hear about are Gino's East, and Giordano's. My clients (locals) all prefer Lou Malnotti's.
Also try Al's (Italian Beef). cash only.
almost forgot -- really good steak place/italian = Petterino's in the theater district #24 urban spoon...
shedd's is a pretty nice aquarium and if the weather is nice Millenium Park/art institute.
It'l be crazy crowded for Tgiving weekend...but you'll have a great time. chicago is a really fun town.