I'm in the process of moving to Georgia but I've lived in Chicago my whole life. Since you're going to the Oriental I'm assuming that you'll be staying somewhere downtown. Hotels are pricey in the City but driving in and out from the suburbs is awful.
There is a lot to do in the downtown lakefront area, which is quite extensive. The area is anchored by Grant Park which extends down to the Museum Campus to the south (note, this is NOT the south side). The Campus has the Field Museum of Natural History (Dinosaurs and such), The Shedd Aquarium and the Adler Planetarium. You could easily spend two or three days at these museums.
Navy Pier is located a bit North of Grant Park and it's a great family venue. There are several restaurants, a Kid's Museum, rooftop gardens, Ferris Wheel. They have fireworks on weekends.
The Magnificent Mile is Michigan Avenue, generally north of the Chicago River. Lots of restaurants and upscale shopping in this area which is just west of Navy Pier.
Going a little further north to Lincoln Park, there is a small zoo and a conservatory. The park is very nice.
My favorite museum is the Museum of Science and Industry. This is on the lakefront at 57th street. The area around the museum is quite safe but, as others have noted, you don't want to wander around in the south side neighborhoods. Take Lake Shore Drive to the Museum and back downtown and avoid driving though the neighborhoods.