Hi J.. we took a trip to chicago with my (then) 5 month old twins. We went by Amtrak train, which was cheaper than driving and parking.BONUS: the train had a bathroom available whenever I needed it! Passengers gave a lot of attention to my kiddies, and we had the grandparents along for extra hands.
We did the museums,Navy pier, etc..walked a TON and had a great time!
Remember to take car seats - the taxi's were very accomodating with these, but not every one had one. We used umbrella strollers so they were less bulky going in and out of stores and hotels.
We even took the subway to the museum exhibits. We spent 4 days there, and had a BLAST. It was just what we needed, and the kids were so much better than I was expecting them to be.
Check ahead to see if your hotel has a crib available,(many do) or you need to take your pack-n-play.
Tip the doorman whe you first get there, and they become an unbelievable helpful resource.
Hope this helps.
D.