Javier,
Chicago is a great weekend destination!
That weekend there are several great concerts including a Jazz Concert , an Oriental Music concert, and Yo Yo Ma has a performance on the 26th (most are FREE )
Wicked is still playing, but I am not certain if tickets are still available ( a MUST see for any Wizard of Oz Fan).
Many Hotels Have "weekend rates" and packagaes that are very inexpensive (in comparison to weekday rates). If you decided to stay for a week or 10 days the following weekend is "The Taste of Chicago" a huge food fest, with daily free concerts and other special events.
Plus there are several wonderful Antique districts that are accessible by public transportation or by car. Chicago is one of the easiest city's to navigate as it was built on the grid system. Most streets run North/South or East/West. PLus the city itself has a fabulous transit system, and some of the best Museums, (off beat & main stream) in the world.
Ooops, I'm going on and on about Chicago, but it is one of my favorite cities.