weekend train getaways

Any tips on great places to eat and things to see or do in a weekend in downtown Chicago?
My husband and I took the train to Chicago in May for a long weekend. We intend to stay downtown and walk around the food and tourism. We have been there in the past and love shopping, the John Hancock Building, etc. Would love some suggestions for yummy (but budget-friendly) places to eat and fun things to do within a reasonable distance to foot. Thank you!
Are you staying in the heart of downtown? If you want to enter some neighborhoods, they find the prices to fall dramatically and you get a real taste of Chicago and less tourist-type channels. Lincoln Park is a good place to start exploring the neighborhoods. Pat's Pizza on Lincoln Avenue is a good restaurant.
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