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You will be a very safe area with lots to do. Also, cabs are plentiful.
Of course there is lots of shopping.
Tons of good restaurants--what do you like?
Parks? Millennium Park is very cool.
Navy Pier is Illinois' top tourist attraction. From there there are many boat cruises.
The Art Institute is truly world-class.
If you're into architecture, this is a city that takes it seriously...the Chicago Architecture Foundation has zillions of tours (I recommend the 90 minute river cruise.)
Lots of theater choices too if you are looking for good theater.
And then there are Blues Clubs....