I don't really know of any campgrounds in the Chicagoland area except for the KOA which I think is in Union and not very close. I would highly recommend the Museum of Science and Industry for sure. The Shedd Aquarium, Art Institute, Adler Planetirium as well as Navy Pier are all great too.
Let's talk food. If you want a Chicago style hot dog or Italian beef, go to Portillos. They have locations all over Chicago and one right down town across the street from McDonalds flagship restaurant. If you want Chicago style deep dish pizza, you want Lou Malnattis. They have a location downtown also. Make sure it's deep dish with butter crust. You won't be disappointed. The Food Channels Bobby Flay had a throw down with them and lost. Garrets Popcorn is another great stop. Get the carmel/cheese mix.
If you have a portable GPS with a walking option this will help enormously. If your not sure of something ask around, we are pretty friendly for the most part. Arrive early, find a parking garage downtown and walk where you can and use taxis if it seems to far for you to walk. Most of this is located in and around "The Loop" with the exception of The Museum of Science and Industry which is just south of the downtown/Loop area on Lake Shore Drive and 57th. Walking Michigan ave and seeing the Sears Tower is fun as well. Good luck and have fun.