There is so much to do, that you won't have enough time.

What are your interests besides sports?

Chicago has one of the best Art Institute in thew world. Also there are great museums. You can buy a pass that let's you and your family in different places like Field Museum of Natural History, Shedd Aquarium, John Hancock Observatory, etc.

You must go on the observation deck of Willis Tower (old Sears Tower) and for free you should go to the 96th Fl. bar of the Hancock for an amazing view.

I also recommend you take a boat tour of the Chicago River and lake front.

Take a walk on the water front from Oak Street Beach to North Beachto admire the magnificent lake front skyline.

The kids will like Navy Pier . The wife will like shopping on Michigan Avenue and Oak Street Beach. The all family will love to walk to Lincoln Park Zoo which is the only free zoo in the US.

Visit Millennium Park and take a walk to Grant Park  and see the Buckingham Fountain when it lights up in the eve at the half hour.

Enjoy some of the best restaurants in the world. Can not miss the Chicago Deep Dish Pizzas (Lou Malnati's Pizzeria or Pizzeria UNO or Pizzeria Due or Gino's East) and don't miss a Chicago Hot Dog.

Stop at the Chicago Cultural Center on Randolph and Lake and pick up maps, brochures and info of the city and events suited for tourists.

Enjoy one of the best city in the world!

Museum of science and industry. Hop on hop off bus tour. Bundle up and do a Wendella boat ride.

Go to the Museum campus on the south side of Grant Park.  You can go to the Field Museum of Natural History, Adler Planetarium and Shedd Aquarium. All entrances within a couple hundred yards of each other.  Also get the best view of the city (if day is clear) from outside of the Aquarium.  Field Museum always has seasonal exhibits come through so you can look on their website (https://www.fieldmuseum.org/).

For affordable lunches, Portillo's in River North is very family friendly and has a taste of all the best greasy Chicago food (Chicago style dogs, Polishs, Italian sausage, burgers etc.).  Get the cheese fries for a side.

Family dinners: there are no shortage of pizza places unique to Chicago.  Try Chicago Pizza and Oven Grinders in Lincoln Park .  No reservation and cash only.  Pizza pot pies made from scratch.  A 5-10 minute cab from the shops on Michigan Avenue.  The Mediterranean bread is also a great appetizer.  Not an allergy friendly restaurant since everything has gluten in it.

http://www.chicagopizzaandovengrinder.com/

http://www.loumalnatis.com/

Burger places you can go to are Kuma's Too but it does not take reservations.  They have a metal music themed menu and are some of the most unique burgers in the city.  Expect to wait 30-60 minutes at the location on Diversey. http://www.kumascorner.com/

The Chicago History Museum in Old Town is a quick trip that is worth it.

Museum of Science and Industry is very nice, ice skating on millenium park is really nice, if there isnt too much cold you could rent some bikes and go around, also check the navy pier.

As cliche as it sounds, walking up and down the Magnificent Mile is always really cool. Even as a native Chicagoan, I enjoy this from time to time. 

There are a ton of great suggestions here, so I just want to add a couple of family friendly Chicago ideas.

I would say an absolute must is Maggie Daley Park which has interactive features geared towards kids (and kids at heart). The park is still brand new and is adjacent to Grant Park and Millenium Park which are also well worth visiting. Enjoying Maggie Daley Park is a bit weather dependent but includes a climbing wall, a play garden, a skating ribbon. I'm not sure how old your kids are or if they would be into it, but there is an Easter Egg hunt in the park on March 24th. Honestly, all of these park are equally enjoyable for adults as well. They are each unique and beautifully designed.

Museum of Science and Industry is out of downtown, but is so amazing. There are tons of interactive science experiments that all of you will enjoy. The building itself is awesome too! It's a relic from the 1893 World's Fair and was abandoned for a long time until the museum moved in.

If you are in the Loop there is an amazing donut place on Randolph called Do-Rite Donuts & Coffee. They close when they sell out of donuts which is usually around 2PM. It is literally a hole-in-the-wall, and is delicious. 

I agree with all of the other suggestions given, and I think you have plenty to choose from to keep you busy!

Happy travels,

Crystal, Traveler's Toast