My wife somehow used her woman sorcery to convince me to go to Chicago. We will be staying right by the field museum and hitting it for one day and then going to an art museum.
  I know I can't carry a gun, what can I carry for self defense?
   Food, she has a couple of ideas, but where would you folks recommend visitors to eat? We are pretty open to food, as long as it's not fish eyeballs or bugs we can find something on any menu.
   Any other tips? Should we just park and walk or use cabs, uber etc?

The "touristy" parts of downtown are well patrolled by CPD.
You shouldn't feel unsafe at all.

Keep you cash/ID in your front pocket and leave your wallet somewhere else.

Which museum are you staying close to?

The Art Institute is a big place and right in the heart of Grant Park.

You could probably walk/cab/bus/uber from hotel to a central spot and walk everywhere depending on where the hotel is.

Lots of food choices. Your $$ will dictate what you'll eat!

Pizza is always a Chicago staple.

If you have a home state CCL,  you can conceal carry in your car.

Chicago has a knife length limit, which iirc, is 2.5".   Never heard of any charges for it though unless you are already in a mess for something else and they are throwing any charge they can.

Pepper spray I think is ok, but I've read laws are a bit strange on pepper spray vs mace and the law is written around carrying noxious  gas/liquid chemicals or something like that.

All the above is solid.

IMHO if the knife fits in a pocket, you don't pull it out for general use, and you are polite to everyone -  nothing will jam you up. Since the tourist areas are safe (except aspiring pickpockets) and cops are busy with actual crime, you are unlikely to be randomly searched.

The institutions you visit are a different animal
... check their websites and expect detectors.

I'm curious how the KY version of "right next door" is defined?

Head over to Flo & Santos for a Beer and some real good Pizza and Burgers (1310 s. Wabash) or check out Pizanos Pizza (61 E Madison).

So I can keep a gun on me in the car and transfer it to the glove box when we get out?

I live in Louisville, you can reach anywhere in 30 minutes. Says we are a 7 minute drive or 16 minute walk to the museum.

If you have a home state CCL, you can conceal carry while in your car, but must leave in locked vehicle/container when exiting.  Duty to inform if asked.

https://www.ar15.com/forums/hometown/Headed-to-IL-From-Tn/23-616668/#i6807755

So we are in Chicago. Holy shit it's big, it's loud. Our hotel charged us 52 bucks a day for valet parking.
We just spent 7 hours at the field museum. Wow it's insane how big it is. No way to see everything in a day more like a week of everyday.
  We ate dinner at flo and Santos last night. Good chow.
Lunch today we had hot dogs.  23 bucks for 4 dogs and two sodas, good grief. You boys heap a buncha weird shit on hotdogs.i diud have mustard and a pickle spear on mine.

Need some ideas for the best pizza around for dinner.

Sounds like a fun day so far!!

Pizza......sweet or a more "bitter" sauce?
Thick or thin crust?

Gino's East is a Chicago staple. Shouldn't be too crowded.

Good thing you didn't ask for ketchup on that dog or there could have been a riot!

Parking is a premium in the city.   I've heard of people buying spaces for tens of thousands.

As long as you're here, you know theres a German U-boat sub you can tour at the museum of science and industry?

http://www.msichicago.org/explore/whats-here/exhibits/u-505-submarine/on-board-tour/

Pizza is an individual taste.   You'll get suggestions for Ginos, Lou Malnatis, Pizanos, Giordanos, Unos, etc

Assume you are after Chicago Deep Dish?

..."Chicago critics tend to dismiss Chicago deep dish as overblown, casserole-like, and a monstrosity next to New York thin crust. In fact, no one likes deep dish... except a certain set of locals and every tourist who comes here, makes a beeline for Pizzeria Uno or Gino's or Giordano's, and staggers out two hours later as happy as a zombie on the Thanksgiving episode of The Walking Dead."...  

Definitely see the U-boat!

Most of the Chicago natives I've talked to have said that Lou Malnati's is the best chain place. I liked the Chicago classic pizza I got. I still need to try Pequod's and Gino's.

That is where we ended up. I t was fantastic pizza.

Museum of Science and Industry is on the south side, 43rd st I think. Nice area during the day, probably don't want to be there after dark tho.
My experiences with the Chicago PD has always been great, they'll show you the way.

I think it's actually a little further south- around 57th Street.