Since this is your first trip you'll be in a great location for a lot of what you are looking for regarding bars, food and nightlife. I think you'll be at the epicenter of the Viagra Triangle and close to Michigan Avenue.

While I agree Navy Pier is touristy, the walk is nice and the skyline views from the end are worthwhile.

Definitely do the Cubs (this from a Sox fan). The area surrounding Wrigley is worthwhile.

Lots of good museums to see in the city and I'd suggest an architectural river tour.