Is your wife into shopping? If so, take her down the Magnificent Mile. Start off at 900 N. Michigan (Bloomingdales, Williams Sonoma, etc...), then go to Water Tower (Marshall Field's, Lord and Taylor, Godiva, etc). You can get some really good Italian food (not expensive)at Tucci Benucch at 900 N. Michigan. If you want to spend a little more, then take her to Spiaggia at 980 N. Michigan Ave - awesome food, spectacular view of the lake. Then just walk down Michigan Ave, you'll hit Victoria's Secret, Ralph Lauren, Tiffany's, Crate and Barrel, Disney, Nike, Anne Taylor, Nordstroms, and a whole bunch of awesome stores. While you are there, you can see John Hancock, and you can eat at the Cheesecake Factory (in the building). You can also visit Marshall Field's on State Street.
If shopping isn't your thing, you can go to the Museum Campus - the name for the area with the Shedd Aquarium, the Planetarium, the Museum of Natural History. They have awesome paths and it should be beautiful on a nice day! You can walk down along the waterfront, and stop by Navy Pier, or walk a little in the other direction, and visit Miegs Fiels. I used to go there, rollerblade down the paths, and sit on rocks and watch planes take off...um...now you can look at the X's on the runway...You can also visit Soldiers Field...the ugly mismatched new one they just put up. The Museum of Science and Industry is also awesome. It is down Lake Shore Drive, but there is nothing else in the immediate area (walking distance).
If you are into the beach, there's parking at Montrose Harbor, you can go to Oak Street Beach, etc. They have a couple of food joints down the lakefront on the beach, and they have been putting up lots of things...not sure what yet, but I'm assuming food related. The bike paths are awesome down the lake. If you are an avid biker/rollerblader, etc. you can start off at the Museum Campus, and bike all the way to Evanston. These trails are really great!
A cubs game is also awasome!!
Hope you have a great time....