The water taxi (right across the river from Union Station under the Adams Street bridge) to Navy Pier. Lots of fun things to do there. I did this last summer with my 9 year old granddaughter.
I second the water taxi!!!
When I was a Trails & Rails guide for the now-defunct program on the Empire Builder between Minneapolis and Chicago, I would get that question a lot for people with connecting trains... and I'd ALWAYS recommend the Water Taxi.
It's like $2 one way, $4 round trip, or $5 for an all day pass.
You get to see the skyscrapers at an affordable cost... and it lets you right out on Michigan Avenue where there is a lot of shopping, people watching, and restaurants to check out... as your time allows.
I always told passengers that you can **TRY** the Sears Tower or one of the museums... but sometimes there can be a 1-2 hour wait for the Sears Tower (they make you sit through a 20-minute video about the history of Chicago before you can go up) -- and it's a hike to some of the museums especially Science and Industry.