Restaurants -- if you like Greek food, go to "Greek Town" on Halsted just on the west edge of Chicago's loop. There are several Greek restaurants within 3 blocks of each other. Other restaurants: Girl & The Goat, Alinea (very expensive), Mike Ditka's Restaurant, Shaw's Crab House, Gibson's Steakhouse, The Capital Grille, RPM Italian, Grace (very expensive), Hugo's Frog Bar & Fish House, Café Ba-Ba-Reeba, Longman & Eagle, Bistro Campagne, Avec, Les Nomades, Bohemian House, Lou Malnati's Pizza, Pizzeria Uno, Pizzeria Due, or Pizano's Pizza for deep dish pizza.
My favorite museums: The Art Institute of Chicago and Adler Planetarium.
Other places to see: John Hancock Building -- take elevator to the 94th floor for a great view of Chicago, Willis Tower (formerly known as the Sears Tower) - take the elevator up to the top for another great view of Chicago. Trump International Hotel and Tower -- supposed to have a very good (but pricey) restaurant inside known as Sixteen on the sixteenth floor.
Hotels: Silversmith Hotel downtown Chicago, MileNorth Hotel, Hotel Felix, Raffaelo Hotel, The Drake - pricey, JW Marriott, Club Quarters-Central Loop, Hotel Allegro, The Palmer House Hilton, The Wit Chicago-pricey, Virgin Hotels Chicago, The Westin Chicago River North
Shopping on Michigan Avenue - great, but it will be crowded for Thanksgiving weekend. Macy's store on State Street will have a very large Christmas tree in their Walnut Room restaurant -- very popular for lunch and dinner at this time of year, I don't know if they take reservations, if not there will probably be a line. Macy's State Street store will have the windows facing State Street decorated for Christmas.
Have a great time. Bring your $.