CHICAGO -- My Windy City adventure, shared with my husband and our five children over 2 1/2 days, began on a Saturday, a whole day before we had tickets to see Tut. So after we checked our bags at the impossibly hip W Chicago Lakeshore (www.whotels.com; 1-312-943-9200), which we booked for a song three months prior on hotwire.com, we jumped right in.

The Office of Tourism has a free service, Chicago Greeter, which matches a knowledgeable local with visitors for a two- to four-hour informal orientation (www.chicagogreeter.com). But armed with a good map and boundless enthusiasm, we decided to go it alone.

First up was a leisurely stroll along North Michigan Avenue, the one-mile stretch of shops known as the Magnificent Mile that features some of the biggest names in the world of fashion: Chanel, Bulgari, Armani. One son made a beeline to Virgin Records, while the others headed for Niketown. Our 10-year-old daughters, meanwhile, led us to the equally mammoth American Girl Place (www.americangirlplace.com; 1-877-247-5223), the original home of the popular dolls.

Beyond shopping, there are many ways to explore Chicago, including by trolley, horse-drawn carriage, bike, bus and boat. If you have the time and money (three hours and $70 per person, plus a $450 deposit), you can see sights aboard a Segway -- the human transporter -- a proposition that my forward-thinking husband found particularly appealing. I, on the other hand, pushed for an architectural river cruise along the Chicago River, the world's only river engineered to flow backward.

We compromised with a Seadog speedboat lake tour from the Navy Pier (www.seadogcruises.com; 1-888-636-7737 ). This thrilling, 30-minute blast across Lake Michigan included a look at some of the city's most famous landmarks (and notably Oprah's penthouse apartment in the Water Tower Complex).

Sunset cruises are another popular activity in Chicago, so after dinner, with the children happily ensconced at the pool, my husband and I sneaked away for a sail on the 148-foot-long, four-masted schooner Windy (www.tallshipwindy.com; 1-312-595-5555). Guests are encouraged to help raise and trim its 11 sails, shout commands and even take the wheel. We were content simply to drink in the twinkling skyline.

After Sunday's Tut tour, we strolled up along Lake Michigan to the Art Institute of Chicago (www.artic.edu; 1-312-443-3600), where we lost ourselves in its world-famous galleries, which included Edward Hopper's "Nighthawks," Claude Monet's "Water Lilies," Georges Seurat's "A Sunday on La Grande Jatte."

Before leaving Chicago, make sure to sample a classic Chicago hot dog at the famed Portillo's (1-312-587-8910), and of course deep-dish Chicago-style pizza.