The Field Museum of Natural History
mentioned previously, you can get a good deal on tickets through the Chicago CityPass. The Field Museum offers 52 Free Days here. Admission at the door for non-residents is $29 for adults and $20 for children. Adult tickets bought online ahead of time are $22 each. You can find a BOGO in the Chicago South Entertainment Book. Parking is between $16-19. If you park at Soldier Field you can pay with credit card and it is $16 for the first four hours, and $19 if you park for longer than that. If you park in the Adler lot, it is $16 cash for all day. Also, make sure that you never go on a day that the Chicago Bears are playing at Soldier Field, because there is no parking anywhere.
Then my kids tolerated a quick trip through "Inside Ancient Egypt". I wish I had more time to spend there. Some of the other great exhibits they have include Underground Adventure, Hall of Gems, Moving Earth and many cultural exhibits. My family and I loved this place and really, really wished we had more time there. If you have the chance I highly recommend that you take your family.
A few more hints: tours are offered daily, and the staff can give you great stories and insight. Also if you're going to grab food at the museum, make sure you do it before 11 am or after 1:30 pm to avoid the crowds.