Congratulations on your upcoming travel plans! I live close enough to Chicago that I have hardly ever stayed overnight. I once stayed at the Merchandise Mart Holiday Inn. Very nice hotel, very comfortable, and a great view of the Chicago river. It was within walking distance, although I would suggest taking a cab. The good thing about it was that if you want to see other sights like the Shedd Aquarium or Field Museum it was a short taxi ride from those attractions (wheras if you stayed closer to AGP you'd be a bit farther away). This hotel was also within walking distance of the train station and Sears Tower (which by the way is $10 per person - very expensive, but worth doing at least once in your life. Security there is tight so go at an off-time, like mid-morning on a week day). The price includes a short movie and you can spend as long as you want on the observation deck. Choose a clear and sunny day to go up and you can see all the way to Michigan and Wisconsin!!!

Other shopping you must see is Water Tower Place with is about a block from AGP and, if you can, Marshall Fields on State Street.

The Art Institute is a GREAT museum, I strongly recommend checking it out for some great works by Impressionists, Renaissance art, American art. including Seuraut's famous painting that's made entirely of dots, of people picnicking on the lawn (you'd recognize it if you saw it, it's amazing).

For food - Food Life in Water Tower Place is great. Also various pizza places including Gino's. Bennigan's is a great Chicago place, too (though I guess it's a national chain... but for some reason I always associate it with Chicago). Be sure to eat a Chicago hot dog (Vienna dog with green relish and poppy seed bun).

Have you looked into taking Amtrak from St. Louis instead of driving? They have some amazing deals and really cheap fares, it may save you a lot of money in terms of gas and parking. Just a thought. www.amtrak.com + look on their "Rail Sale" page.