If you are staying in the city, photography along Michigan Avenue from the Museums heading northward to the beaches is fantastic. Photography along the Chicago River is most beautiful at dusk. Shooting long the Lake Michigan shoreline is nice from the Planetarium through Montrose Harbor. You can do some birding at Montrose Harbor as well. The Lincoln Park Zoo is just north of North Avenue on the west side of Lake Shore Drive. You might head to Navy Pier for a short boat cruise, some ideal shoreline photography from out on the lake. I highly recommend a dinner cruise on the Mystic Blue which departs from Navy Pier, it is inexpensive with good food and runs three hours pier to pier.
Some great places to visit: the Planatarium, the Science and History museum, the museum of Natural history, the Rock n-Roll Mcdonalds, (Geno's, Uno's, Lawrey's, Ed Debevics - eating places), Museum of Art, Navy Pier, now if you are a shopper type then that is a different story.
The Art Institute is a must see! The Lazadro Museum in Elmhurst is a rare treat if you are into minerals and gem carvings. The Lincoln Park Zo, Brookfield Zoo, Morton Arboretum, etc., etc., etc. if you are so inclined. I second what has already been mentioned. Just walk, watch and enjoy. In my opinion, Chicago is the best example of an all-around reasonable city in the U.S. You could sightsee in and around Chicago for months and not see everyhting worth seeing.