OP - I'm from Chicago, lived in northwest Indiana, moved to (and currently live and work in) Indy, and have family in Cincinnati and Toledo.
I am with others - Indy children's museum is second to none - there's something for every age, from 6 months to 100 years! When we first moved to Indy, DD was only 2, and we went to the museum every weekend for 4-6 hours for 5 weeks in a row. Neither DH or I got bored, and DD absolutely LOVED it!
Toledo, Cincinnati, and Indy all have decent zoos. The monkey/gorilla house at Brookfield Zoo in Chicago is awesome though. If you do that zoo, please be aware that it is spread out! There are also peacocks roaming the property, which is neat for the kids. The Lincoln Park zoo is a great one to hit in a day or less, and it's free
If it's summer, a cool place to hit just outside of Chicago is Deep River Water Park. It is between Merrillville and Valparaiso. And if you stop to go to that (great thing to do on a hot day - they have a wave pool, lazy river, different types of slides - tube and body - kids areas...) you might also think about stopping in at Albanese Candy Factory, where you can sample the goods for free!, and Taltree Railway Garden (my company built it!). It's a scale model train garden, and everything is in miniature. My DD loves going there, but it's like a 1-2 hour stop. The candy factory is a 1 hour stop, the water park can be all day, or at least a very good chunk of a day.
Fair Oaks Farms has been mentioned as well, and I think it's a really neat place to visit. We took our DD there and took the whole tour, and I found it fascinating to find out exactly how the milk gets to my table. And if you eat there, stop in the cafe - their chocolate milk is delicious, their grilled cheese sandwiches are divine, and their ice cream is heavenly!!! So rich and creamy and it's so inexpensive for a cone! (under $2 for a kids double?)
And if you have girls, you should be sure to check out the American Girl Place in Chicago - But hold on to your wallet!!! those prices are

but the quality of their products is phenomenal!