As I start yearning for better weather I can't help but think of a favorite Chicago thing to do. (remember this blog is about Milwaukee AND surrounding area spots)
A definite Chicago favorite is the Architecture Tour that takes you down the Chicago River. We did this with my parents several summers ago and had a blast!
You ride in an open-air boat along the river with a guide (usually a grad student who really knows some fun facts!) while you marvel in the buildings around you - and as a bonus you get a really fun history lesson! Kellci was with us too - she was 9 or 10 and she loved it as well. You see a side of Chicago that you normally miss. I can't recall what tour company we used, but I know we started at Navy Pier. Tours generally go late March through early November.
Here are some websites - though I'm sure there are others: