Active kids? I'd suggest a day at one of the Lake Michigan beaches--or head over to Indiana Dunes State Park (about an hour or so drive)--great trails, beautiful swimming beach. Or go north to Illinois Beach State Park.
Also, kids might like Six Flags Great America--they also have a water park--north of the city in Gurnee.
To add to the previous poster's list--don't forget the Chicago Art Institute and the Museum of Contemporary Art--both great places to easily spend a chunk of time. Near the Art Institute is Millennium Park--where there are great concerts and interesting fountains, not to mention The Bean.
I've heard great things about the Haunted Chicago tours--haven't done one myself yet, though.
I just toured Oak Park/Frank Lloyd Wright home and studios with my cousin who was in from overseas--it was fascinating, although I'm not sure kids would enjoy it.
Other possibilities--see a Cubs game, go see Wicked, head to Ravinia for a great outdoor concert, sip a libation at an outdoor cafe and people watch...
Oh--and don't write off shopping entirely. Michigan Avenue (the Magnificent Mile) has lots of great stores that would interest your kids, too.
And one more thing--check out metromixdotcom for great restaurant ideas (as well as more info on attractions/events). Chicago has some really terrific places to eat!
Enjoy your trip!
