It's been about 18 years since my last visit to Chicago. It was my g/f's 1st visit. Of the really big cities, this is by far my favorite. There are so many things to see and do, you can't fit it all into a long weekend.
Visit was June 11-15 and the Cubs were in town. 4 of us total. I thought the hotel prices downtown were a little steep so we stayed in the burbs and had a rental car. Saturday night we had to split up so g/f and I took the metro train into downtown. Great ride. $5 for the whole weekend. Can bring bicycles during weekend & non-peak hours on the train which is good if you want to bike up/down Lakeshore Park along Lake Michigan. Chicago BluesFest was being held in Grant Park and was free. 3 days, 3 stages, 600K blues fans. Magnificent Mile was fun to walk. I don't shop at Gucci, etc. but I absolutely LOVED looking at the architecture of the buildings. Also did a boat ride up the Chicago River. Fun to look at downtown from there.
If they are in town, go see the Cubs. Wrigley Field had a ton of history underneath the seats. Lots of fun pubs around the ballpark in the Wrigleyville area. Also, if you're in that area on a Sunday, have brunch at Duffy's Tavern & Grille. $15.95 for the AYCE buffet and AYCD Mimosas [reg., mango, cranberry]. Music was jumpin' and was just a really fun place to hang. Owned by a Michigan alum so the employees wear the Big Blue gear. Its all good.
Other pubs/eateries visited that I'd recommend: Rock Bottom Pub, Dues Pizza, Miller's Pub [on Wabash downtown right by the L].