We liked Chicago so much we were back less than a year later. Ever since our return last August, Z had been begging us to go so we took a weekend during spring break to revisit. This time I discovered that you can do Chicago on the cheap and I scored everything on a discount. A visit for 4 to the Shedd Aquarium will cost you $100. We did it for $23! Ask me how! This time the weather was a bit cooler which was nice and the crowds were smaller.
I do recommend the Children's Museum, it's the best one I've ever seen and affordable. Z just loved people watching, the moment we came out of the train station he was in awe - his first big city. He quickly understood why we told him he must hold hands with us at all times, it's still a conditioned response when he sees a car! M loved the pigeons, you could tell we were from out of town!
Not sure I would do a big trip with the kids for several years though. They were exhausted and very whiny, it was just too overwhelming for them I think and this was only a weekend. They had fun and still talk about it but Daddy and I did a lot of kid carrying and have the sore backs to show for it. But, we've become smitten with Chicago, luckily for us we can go there for just the weekend.