Yes, Chicago is a brilliant place for kids:
Aquarium (largest indoor one in the country, apparently, with dolphins, whales, turtles as well as fish)
Planetarium
Field Museum of Natural History (with a fab playlab that DS loves)
Children's Musuem is great
Navy Pier with fireworks every Saturday & Wednesday nights during the summer
Boat Rides
Architecture tours
the Beaches
Nature Museum
Free Zoo
Museum of Scienece and Industry (has a great kids area)