We thought the Shedd Aquarium was a bust, but the Art Institute was wonderful. And the planetarium had a good show, if you enjoy that. I'll admit I had a great time at the American Girl Doll store, which was just off Michigan Avenue.

I don't know if it's still there. The top of the Sears Tower was worth a visit. We also took a river tour of Chicago Architecture and enjoyed it a lot. I don't know if you'll want to do that in March, though. It's a great city for walking, with the parks and water front and all.
There are a lot of ethnic restaurants; we ate Moroccan and Greek, among others. It was wonderful, and I'd love to go back.