It's enormous, full of animals, open year round and best of all, it's (gasp!) free. The Lincoln Park Zoo is one of the single greatest things to do in Chicago. Visits the monkeys in their house of hilarity, or swing past the penguin kingdom and watch them entertain themselves (and you) with slippery antics and tuxedo-clad fun. There are plenty of places to snag energy-packed snacks along the way, and if you feel the need for a momento just swing by the souvenir shop for a huge selection of trinkets and memorabilia. In the winter the zoo also features the Zoo Lights, (pictured above) a jaw-dropping display of Edisonesque wizardry guaranteed to impress even the biggest of skeptics.