Chicago (burbs) resident here!
Yep. The weather can be anything. Don't pack too early and keep your eye on the forecast!
For food: When you want a quick bite in the midst of shopping, I suggest hitting Naf Naf Grill (two locations: one near the Bean, and one near the train station in the loop). They are the "Chipotle of the Near East" with fabulous and fresh Shwarma. Then, of course, there are Rick Bayless' Topolobampo and Frontera Grill. These are terrific for a bit of Mexico on Lake Michigan! Angie is spot on about Greek town, too! it's just west of the Loop.
For shopping: There are two Racks: one near Macy's on State Street and one up near Water Tower, near the tiny park on the west side of Michigan Ave. Another love for the Chicago Nordies, too. I always hit Crate and Barrel, too. Great for a little early Christmas shopping!
Nothing better than Millennium Park on a nice day! Just across Michigan Ave. is the Chicago Cultural Center -- housed in an old Rockefeller Library building. There are lovely free small art exhibits housed there, as well as a visitor center and terrific free concerts. This is a great place if it's a bit cold on the day you visit the Park.
The museums in Chicago are all world class --- the Art Institute is near Millenium Park, and you can at least walk past those iconic lions on your way up the boulevard to shop!
Sounds like an awesome trip!