At this young age it's all about the senses, besides the zoos which we love, How about the public gardens & the conservitories... point out the colors, smells and textures. Go to the park and feel the grass and the trees, visit other parks in different areas of the city.
(I now live on the Southwest Side and will drive up to parks I grew up at on the far Northwest side.) Visit farmer's markets or I've even taken "field trips" with my daughter to whole foods to see, feel and smell all the interesting produce. Take a blanket and camp out at the library or even Borders to read books and listen to free music. It's not so much where you go, it's about all of you spending that time together. Keep visiting these places over and over again, every time you go, you child will get something different out of your adventure. enjoy!