If you're looking to save a few bucks, you can get a City Pass.
http://www.citypass.com/city/chicago.html
If you're into dinner theatre, another place you could check out is Tommy Gun's Garage. There are lots of other places where you can eat and listen to music.
If you like jazz, Andy's Jazz Club serves a decent meal and there's a place on Navy Pier (big, schlocky tourist trap) that claims to serve Louisiana cuisine (I wasn't impressed, but I like REALLY hot food). There's an awesome rib joint on the North Side called Bone Daddy; the night I was there the band played jazz, blues and rock tunes.
If you're more adventerous, there are several offbeat places that might interest you. On Saturday nights, for example, the Twisted Spoke has something called "Smut and Eggs." It involves dining and a certain genre of 70s film. Here's an article that lists some other places like that (but not quite like that!):
http://centerstagechicago.com/bars/articles/brauhaus_cinema.html
Hope you have fun when you visit Chicago. If you need any other recommendations, such as dining or entertainment options or whatever, feel free to PM me.