J.G.
Myrtle Beach,SC is always fun! We went before my son was born, and when my daughter was just shy of 2. Obviously there is the beach, but there are lots of attractions and fun things to do for the whole family. There are a lot of Ripley's Believe It Or Not type attractions in Myrtle Beach.
Sorry, as for things around Chicago, aside from all of the museums and Shedd's aquarium, I really don't know.