I agree with everything the previous posters have said. Chicago is magical at Christmastime! (Can you tell how much I love my city?) If you do go to Garrett's for popcorn, ask for the Chicago mix, which is caramel corn and cheese corn mixed. It is divine! I second the idea of a carriage ride, and the shopping/browsing on Michigan Avenue is great. There is a big Apple store that your older kids might be interested in. Navy Pier Winter Wonderfest is fun, the ballrooms are all opened up to make 1 giant room which is filled with an ice skating rink, a ferris wheel, tons of inflatable slides, games, obstacle courses. They have cookie decorating, you can have lunch there, and there are other activities, too. Not so sure how older kids would like that, but younger ones would really enjoy it.
Ann