If they are still playing Spamalot or Wicked, they were both fab.
The Art Institute is a wonderful place, imo. There is surely something there for everyone.
Navy Pier is a bit cheesy, but is fun for a couple of hours I think.
Chinatown is fun to visit if you've never been to a "Chinatown" before (they all seem to me to be much the same).
If you like shopping, the Clark/Belmont/Boystown/Wrigleyville area is fantastic. All sorts of vintage clothes stores, record shops, old video games, comic books, shops of varying ethnic flavors. Beware though that some have a definite "adult" theme, so if passing by some racy windows would be uncomfortable for your family, then maybe that's not the best place. It's not the red light district in Amsterdam or anything, but it could definitely raise some eyebrows.
and of course....you could go to a vegetarian restaurant! Karyn's Cooked, right downtown is my fave for dining with omnis, as there are lots of "familiar" items on the menu. Blind Faith is still my favorite overall, but it's a bit out of the way.