One more to throw into the mix is the Nature Museum. It's a couple blocks north of the Zoo and has some great exhibits for kids including a butterfly haven. You walk into this big tropical room with butterflies all around. Kids love it.

A lot of the museums have at least some things that are kid-focused (eg Art Institute's Modern Wing has some great kids stuff), so look at the museums you want to go to, there's likely some stuff for the kids too.

You could also consider late September/early October (if your oldest isn't in school yet?), prices will be down, weather is still pretty good.