Frank Lloyd Wright house and architetural walking tour in Oak Park--easy to get to on the train ("El").

Prairie Avenue houses (one of them is open for tours but with quite limited hours)

University of Chicago campus and Robe House (also a FLW house)

There is an architectual boat tour that's quite interesting.

I second the Maxwell Street Market idea for Sunday morning.

China Town--Totally touristy but still fun (a good evening activity).

Greek Town for eating--a number of excellent Greek restaurant, and a couple of inexpensive ones that are open all night

The street where all the Indian stores are (all I can think of is "Little India" but I think that's in Singapore!) is very interesting to walk along (and eat things there, too).

Chicago has GREAT transportation passes that are good for one, two, or three days for both buses and the El trains. If you come in through O'Hare, you can catch the blue train there and buy a pass right at the beginning of your trip, either from a vending machine (if they are working) or sometimes there is someone selling them from a table.