Chicago actually has a lot of small gaming stores - there's really no super big gaming mega store.
Of course I'm biased, but my little LGS is awsome - Chicagoland Games (aka the Dice Dojo) at 5550 N Broadway. It's a bit further north, but the guys there are great! (It's also where we've had the last 3 regionals here in Chicago).
As far as other stuff - the view from the John Hancock Center (one of the other tallest buildings) is better than Sears. It's a little further north, and looks down on a much nicer area. AND - you can go to the observatory on the 94th floor . . . or you can go to the Signature Room lounge above it. It's even higher, and for about the same price as entry to the observatory, you can get a fancy drink in the Signature Room. That's better in my opinion.
Also biased here - but if you want a really amazing meal - go to where I work - Perennial Virant (1800 N Linclon Ave). We have a Michelin Star rated chef and the food is amazing and reasonably priced (entrees are in $23-29-ish range). You won't find any high end restaurants in Chicago of that caliber that are this reasonably costed. And if I am working that night I will make sure you get a little something extra on the house.
Anyway - when are you coming?