T.Z.
Hi,
I just looked through the responses and saw that nobody mentioned the Exploritorium in Skokie (Skokie Park district). It's not too far from you and for non-Skokie residents you can get in for $10 ($6 for child $4 for adult, free parking). It is a wonderful place with so many different things to do, just bring an extra change of clothes and socks because they have water to play with.