Hi N.,
Check out www.kidwinks.com for all sorts of ideas on things to do with your daughter in the Chicago area. The Events Calendar will have ideas for a particular day, or you can browse through the Ongoing Activities section for all sorts of indoor play places, etc. Also, you can read the reviews by other parents, and learn from their experiences.
Enjoy her birthday! She won't remember, but if you capture it on video, it's always fun to go back and watch it. We watch family videos with my daughters (8 and 6 years old), and they love it. One of my older daughter's favorites is her first birthday - we presented her with her very own cake, and just set the whole thing in front of her. It's hilarious watching her dig her tiny hands into the cake and eat it. She would watch that video everyday, I think; and it doesn't matter if you have family around or not!
J.