Permanent Records on Chicago Ave. is the Best record store in town. Hands down. It's near the corner of Chicago and Damen. Also, there's a nice cafe just down the street from there called Atomix.
There's a few other good spots though, Laurie's Planet of Sound in Lincoln Square, and there's a place on Western Ave. between Thomas and Haddon that I forget the name of that has lots of used vinyl to dig through and they'll let you listen to any of it.
Reckless Recs I have an aversion to for many reasons: they don't let you listen to vinyl, they take your show posters and wait forever to put them up, and they rarely have anything I like because they don't keep up with the times.
Other nice things to do: go to either the Lincoln Park or Garfield Park Conservatory. They are free and amazing!
Also, be sure to visit the MCA. It's free on Tuesdays....
I'll think of more stuff later.