My wife and I visited Chicago 2 weeks ago for 3 days without the kids! We really liked Chicago, we stayed on Michigan Ave (Michigan Ave is fun to stroll). First day we started at Buckingham Fountain (huge fountain that has a colored light show synchronized with music at night) then walked to Navy Pier along the lake front, that was nice. Navy Pier was ok imho (just another tourist trap, reminded my of Baltimore's Inner Harbor). Chicago has free trolleys running in the summer to most of the tourist sites, use them as parking is very expensive (like any other large city).
Second day we visited Chicago Board of Trade and the Stock Exchange (very cool to see and it's free!) we then took the trolley to Field Museum (free on Wednesdays, most museums have a free day, I think the Art Museum was free on Tuesdays) Field Museum was was too crowded with kids summer camp field trips that day (we were trying to get away from kids..LOL)
Third day we walked to Sears Tower, then took the water taxi to Navy Pier then by trolley to the John Hancock Building. Two cheap ways to see the John Hancock Building is by getting a Museum Guide from your hotel, it has a buy one get one free coupon in it for the observation deck ($9 admission) or visit the restuarant one floor above and have brunch for $13.95 and avoid the admission cost.) We then drove to Wrigley Field, parking is tough during a game.
Plenty of good restuarants in downtown Chicago, and lots of shopping along Michigan Ave...Have fun!