This thread is old, but there's lots of good info in it.
http://www.chiefsplanet.com/BB/showthread.php?t=138140
You sure picked a shitty time of year to visit weather-wise.
One change - Sears Tower is now called Willis Tower. I haven't been up there since they put in the ledge thing, but I hear it's really cool. I might actually go check it out one of these days - I haven't been up there for over 20 years.
The Museum of Science and Industry continues to be the coolest of the major attractions. I cannot stress that enough.
Also, if you visit the Billy Goat Tavern, wear your Cardinals stuff - they love that.
And pissing on Wrigley Field would be fine. You might actually get to watch it freeze depending on how cold it is.
If you'd like to do lunch or hook up for a beer or three after I get off work on Thursday or Friday, shoot me a PM. You can tell me about your World Series experience and watch me seeth with envy in person.