My wife is from Illinois, so we visit there multiple times a year. It is only about 4 hours drive from where we are in Minnesota. At least once a year, during the summer, we visit Chicago and spend a few days downtown. While there we make sure to attend a Chicago Cubs MLB game, which is played in historic Wrigley Field. I have also been to Soldier Field, home of the Chicago Bears NFL team.
Downtown Chicago is a myriad of shopping and points of interest. One of the newer additions is Navy Pier which has a large number of shops, and also doubles as a year-round amusement park. The subway system is also steeped in history, and is referred to by the locals as the 'L' which is short for loop, as it goes around the city.