Yes, prairie crossing is very cool. And Chicago Wilderness is a GREAT resource - their current focus, in fact, is expanding nature/outdoor opportunities for kids in the city and surrounding areas, in both small and big ways.
There is a terrific network of forest preserves just outside the city, including a number of good nature centers (I grew up near Crabtree Nature Center, which is great, but there are many others). Places like Morton Arboretum and the Chicago Botanic Garden are also good nearby resources, though I haven't been to them recently. Since we're right in Chicago, we've been mostly focused on things in our backyard with our toddler this past year - the petting zoo at the Lincoln Park zoo (just to the south of the main zoo) is great for farm interaction, and our daughter loves the Peggy Notebaert Nature Museum, including its butterfly pavilion.