As a resident, I can tell you that the best steak in Chicago is at Gibson's. So if they're steak people, send them there for dinner! If they're looking for Chicago Style pizza, Giordano's, Gino's East or Lou Malnati's is always good.
If they are into the touristy stuff, the museums are fun, but always crowded on the weekends.
Sears Tower is nothing to see, they'll get a better view of the city from The Hancock (bar on the 96th floor), and even better from LakePoint Towers (fancy restaurant called Cite on the top of the building).
Navy Pier is a tourist spot with lots of bars and stuff to do.
I recommend the Architectural Tour on the river (can catch from Navy Pier), it's pretty cool and a neat perspective of the city.
After the Cubs game, they can walk down Clark and find any # of bars they may want to hit for a beer, but be advised that the average age in those bars will be 21-25, as is true of most of Wrigleyville.
And don't miss the lakefront in the summertime. Navy Pier does this for them a bit, but they can start at North Ave. beach and walk their way up the lakefront to catch some of the scenery, nice weather and people watching.
Hope that helps!