I was born and raised in Chicago (North sider), but never really did much touristy stuff there. I suppose I would recommend a boat tour on the river, and maybe what ever the sears tower is called now. It'll always be the sears tower to me. It's glass ledge is cool, good view. That's about it, sorry.
Oh, Salmon fishing out of Waukegan Harbor, but I think the charter boats will already be out of the water.