Thanks for all the suggestions! One more question - where can I get some Chicago deep dish pizza for dinner? I think that is a must!
No Lou Malnetti's! Gross!!!!! Their crust tastes like pure dense nothingness. No flavor at ALL. I promise you, if you eat this pizza, then try a "real" deep dish pizza later in your life, you will be irritated that you wasted your time and money. (Although their sausage is pretty good, but there are so many more pizza's that are SOO much better!)
For you, being downtown and wanting the Chicago experience, I'd go with Giordano's. If you had more time and wanted to go to the suburbs, I know of about 25 pizza places that are much better than anything downtown.
For just an afternoon, I would stay downtown and walk the length of Grant Park/Millennium Park, the stroll the lake shore toward Navy Pier, OR, I would turn west a block or two and head north on Michigan Ave and window-shop your way up to the John Hancock/Water Tower area and DEFINITELY make a stop the American Girl store if your DD's are into that. (Interesting fact....Two of my DD's friends are models for AG and their pictures on on the plexiglass wall hangings throughout the store.) Lots of really cool landmark buildings and the "Flag" bridge on the way. It's seriously the heart of the city. If you can make it long enough, plan to be at the Buckingham fountain when the fountain/city lights start turning on at night - it's beautiful.
Garrett's Popcorn is amazing - I get the carmel pecan, which my kids hate, so I get it ALL! Yum! Lots of people like the Chicago mix, which I guess would be good if you like cheese popcorn, which I don't.
I second scratching boat tours and using the water taxi if you want to check out the city from the water. It's a lot cheaper and the views are amazing! there are stops at Navy Pier, MichAve, the Museum Campus, and by the Sears Tower/Union Station. There *may* be a all-day hop-on, hop-off ticket option, but I can't remember - the last few times we used it, it was for specific non-touristy reasons, so there was no need to look at the options.
The museums are nice, but really, if you've been inside one stuffy Aquarium, Natural History, or Science Museum, they are pretty much all the same. You wait in a really long line, walk around crowded exhibits, and get really, really warm to the point all you want to do is go outside again. If you REALLY want to go to the museums, then I'd wait and do them if you ever come back through town. The best part of Chicago is feeling the energy in the heart of the city.
Have fun!