OK, there are lots of things tourists do in Chicago, but when I go into the city, one of the places I love to stop for lunch (or even breakfast) is a great gourmet grocery/bakery/cafe called Fox & Obel. It's close to Navy Pier, and I'd say about half a mile, maybe from Merchandise Mart, where you have your class. There are all sorts of gourmet and international foodstuffs that one only finds in true gourmet food shops. And the food is to die for. Definitely worth a stop.http://www.fox-obel.com/index.asp
It will be one of the most beautiful in terms of fall colors next weekend, and if you can *possibly* fit it in, I highly recommend the architectural tour on the river. I know when someone recommended it to me, I thought, "Meh." However, it was truly wonderful, and made me appreciate architecture in a way I never had. I *think* the tour guide I had was the author of a book on the subject, Jennifer Marjorie Bosch. She's very knowledgeable, and adds tidbits about the architects and calls attention to repeated motifs. Try to get her tour, if you can. As a caker, I know you have an artistic eye, so I highly recommend fitting it in. I'd try to call and reserve ahead, because they'll be booked because it'll be so beautiful.http://www.architecture.org/tour_view.aspx?TourID=8
Finally, if you've read "The Devil in the White City," you might want to peruse Graceland cemetery, or the old World's Fair site. Those are best done by tour guide, however.
And, it's just my humble opinion, and probably because I've been there so many times, I recommend skipping most of the museums (Art Inst of Chicago excepted), and going on a food tour of some of the neighborhoods. There are ethnic food tours, Chicago-renowned foods tours, and even a tour of chocolatiers. That gives you a real "flavor" of the Windy City and its peoples.http://www.chicagofoodplanet.com/html/public_tours.html#near_north_food_tourhttp://www.ethnic-grocery-tours.com/http://www.chicagochocolatetours.com/