There’s no better place to start your Chicago experience than Millennium Park — the 24.5-acre, $230 million natural playground on the site of a former rail yard in the downtown Loop neighborhood. It became an instant favorite of locals and tourists upon its completion (a bit behind schedule) in 2004. Smaller kids get a particular kick out of tossing off their shoes and frolicking around the two 50-foot, glass-brick towers facing one another at Crown Fountain. Older kids love it too, especially when they watch the faces of 1,000 Chicagoans filmed for the installation continually flashed on screens on the towers. Periodically, one purses his or her lips and water spouts from the towers, making it seem like the person is spitting on the crowd below.

The park is also home to the stunning steel Jay Pritzker Pavilion, a bandshell by Frank Gehry (architect of Spain’s Guggenheim Museum) with 4,000 fixed seats plus lawn seating for 7,000, where there are often free music and dance performances. Other highlights include the lush 2.5 acre Lurie Garden, which has frequent and free family programming, a seasonal ice skating rink, outdoor art galleries and a 300-space indoor bicycle garage.