Thank you all for taking the time to offer such useful tips - so much appreciated!
MSPeconomist & toomanybooks - Thank you for the boat info & review link and we will definitely enjoy Millenium Park, excellent.
chgoeditor - Good idea re checking luggage, txs!
milepig - Your suggestions are exactly what we would like to do - thank you for the ideas and also the great train directions, incredibly helpful! What time do you suggest to be on the train going back to ORD if we already have boarding passes?