I've been making an annual Chicago trip with my dad to see a hawks game for a number of years now and I love the city. Not sure what the age of your family is but there is no shortage of things to do. Check out the city pass if you haven't yet:
All the attractions on there are worth hitting up in my opinion. If your a sports fan checking to see if the Bears, Cubs or sox are in town is worth the effort. Wrigley is truly a gem of a park and Soilder field offers a tour on off days that is worth doing if you're headed to the Shedd, museum or planetarium.
You have to stop by Cloud Gate and walk Navy Pier if the weather is nice and a river tour is great too. Make time for Garett's Popcorn if you're a fan of sweet and savoury and if you have girls the right age you will have a hard time not stopping at the American Girl store. Walking Michigan Ave even if you aren't a shopper is fun just to people watch.
I can appreciate all of these suggestions are really obvious 'touristy' things to do and are really low hanging fruit as far as making recommendations but Ive enjoyed them all over the years. I'm due back in a month to the day actually and will be taking in a show (thinking about doing the cheers show that is running) and a hawks game and with any luck at all at least 4 new restaurants we haven't hit before because the food is one of the best things about the city. I love it.