I don't live in Chicago, so I'm not an expert, but I have family there and know just enough to be dangerous, LOL.
Are you staying downtown? The only reason I ask is because I wasn't sure if you were talking about Brookfield Zoo or Lincoln Park Zoo. When DD was 15 months, we tried to take her to Brookfield Zoo, and it was a nightmare. I had no idea how HUGE the place is, it was hot, and DD insisted on being carried. We only stayed for about 30 minutes, and wasted a lot of money. With your DD being older, it might be better, especially if she sits in the stroller ok. I've heard Lincoln Park Zoo is smaller, but I've never been there. My DD did enjoy Shedd Aquarium, though, especially the dolphins.
There are some big toy stores on Michigan Avenue. I *think* the Lego store and FAO Schwartz. I believe they have lots of toys out to sample. It would be fun to walk through, even if you didn't buy anything. Of course, that also depends on your child's ability to put down the toys when it's time to go, LOL. I've also heard good things about the Children's Museum at Navy Pier. There are a couple beaches on Lake Michigan.
There are also a ton of things for you and your DH to do in the evenings. Chicago has great steakhouses and pizza parlors. Pizzeria Uno is a favorite of a lot of people. If you like Chinese food, Chinatown is great; we used to eat at a little hole in the wall called Happy Chef, but it's hard to find if you don't know the area. You MUST drive down Lakeshore Drive at night. The skyline is breathtaking at night. The ferris wheel at Navy Pier is fun, but I wouldn't take a little kid on it.