I had one of the better steaks I've ever had at David Burke's
Primehouse. I think it's gotten a little commercialized over the past few years, but I'm sure it's still good.
While I'd avoid the Adler Planetarium (insanely boring), going out there is worth it. Especially at dusk as the view of the city is stunning.
I agree about the JHT vs. The Sears. The only redeeming thing about the Sears tower is that they have those little glass boxes that stick out over the streets so you're looking straight down. A gimmick? Yes. But it definitely takes a little bit of courage to step out on them. If you don't do the restaurant level of the JHT, they do have a cafe in the regular observatory that sells beer and wine (moderately overpriced, but not craze). It's on the side that faces West (towards O'Hare).
Wrigley is cool, but I'm a huge baseball fan so the people I went with weren't as excited. The stadium itself is less commercialized and overall less modernized than Fenway. It's also quite a bit more comfortable. To be honest, I find that the current atmosphere around Fenway is more enjoyable than around Wrigley. Fenway has finally has enough in terms of bars and entertainment. Wrigleyville is fun, but it just really didn't seem to live up to the hype for me (and I was there for Cubs-Cardinals which is almost Sox-Yankees fierce). If I went again, I'd try to get seats on a rooftop across the park (many places sell them an each roof has a different draw). But for the first time, you should stay in the park. There's a great skyline view from the deck on the backside of the 3rd base side of the stadium.
Rush Street (near Division) is a pretty popular area for nightlife. You'll find plenty out there.
Chicago surprised me with it's lack of density. It's still dense, but outside of the Loop/Magnificent Mile, it didn't really strike me as very dense. Part of it is because many neighborhoods have 6 foot gaps between houses as a result of new zoning laws after the great Chicago fire. I obviously didn't get to see every neighborhood, but the residential areas I did walk through were not as dense as you might think.
For being a total tourist,
CityPass is a good deal. It includes admission to many of the things you want to see and has coupons for others. Worth a look. I did both the Sears (ok, Willis) and JHT with that pass. Worth noting... CityPass allows you to cut lines. While it doesn't allow you to entirely cut the Willis Tower line, it does reduce the wait quite a bit. It does nothing to eliminate the crowds up top.