M.C.
I can't imagine anyone not liking the Museum of Science & Industry - you can bring the kids too. They have a wonderful interactive area for the little ones, and the relatives will surely enjoy the outing with them.
Another great place for the whole family is the Shedd Aquarium.
Lincoln Park or Garfield Park Conservatory are free, warm and beautiful. LP has a wonderful holiday train exhibt every year, but not sure what exact date it starts.