Sadly, the best thing to see in Chicago will not be doing shows that weekend. However, there is plenty of stuff to do downtown.
Millennium Park is only a few blocks to the east of the church, and the Sears Tower is only a few blocks south. Both of us enjoy boats, and there are plenty of tours available. Window shoppers will enjoy checking out the stores on the Magnificent Mile (Michigan Ave. north of the river). We just went to the Weber Grill in late June, and that was some fine eatin', but there's all sorts of dining for every budget.