We were just there last week. Only stayed a couple of days but really enjoyed it.
We stayed at Palace Campground. It's a little tight but clean, fairly quiet and pretty convenient.
The only thing we really did was spend Saturday downtown. 6 - 7 blocks of little shops and restaurants. The park on the other side of the river (Grant Park I think) is cool to see.
We enjoy walking so we hoofed from the campground. The downtown area is down by the river, it's considerably lower elevation than the campground. Easy to town and a heck of a workout back up to the campground. We took the steps back up instead of the same route we took down. I think we counted 275ish steps... legs were a little sore the next day.