A few ideas:
well if you want to try chicagos famous pizza, try giordanos, go to giordanos.com for locations
navy pier always has something going on, i know they have fireworks every sat night, not sure whats going on this weekend with any events
a few museums you can check out, the museum of science and industry has an exhibit about the body with actual dead bodies(heard it was pretty cool, haven gone yet)
But unfortunatly the Cubs are away this weekend, because Wrigley Field is a must see