Windy City- Here I Come!

So it's now less than a week until I will be soaring over the states to Chicago, Illinois. It'll be my first time out of state and ever riding in a plane; well, except when I jumped out of one when I attempted sky diving! Now that was a great rush to experience. Hopefully this time I won't have to jump out!. hehe
Fortunately I'll be flying with my handsome boyfriend Rick and his brother and sister-in-law. Rick has some awesome and friendly family members out there, so I'm fortunate enough to spend half our vacation creating memories with them as well as spending time alone with Rick while exploring the architectures, theatres, museums, skylines and restaurants downtown with each other.
I'm quite anxious to wander around the big city because ever since I saw the classical musical Calamity Jane, staring Doris Day, she sang a song about the "windy city," and ever since I've been anxious to see it. :0) http://www.youtube.com/watch?v=5MnUrhptPSo

<3 If you have any suggestions of where I should go, <3

please let me know. I'm doing my own research, ofcourse,
but incase I missed something I'd like to have other options!
THANKS :0)