OK, Alabama I know pretty well (form FL and have spent plenty of time in AL/GA/TN). While Mexican has gained a foothold in the south recently, Chicago's Mexican food has depth and breadth that is still unmatched in the US with regional exceptions in Southern California and the Southwest. Same for Thai and obviously Eastern European. While coastal visitors might not get overly excited by our Chinatown, I think it would be a good stop for people coming from AL. And Pakistani and Korean BBQ joints will be a revelation. A walk down Devon Avenue to look at saris, gold, and bootleg CDs while sampling Indian snacks and sweets between Pakistani tandoor-cooked meats, breads and "stews" is just the best.
Chicago is lousy with good steaks. I agree David Burke is very good, but for the whole over the top downtown hustle and bustle experience with great seafood, Joe's is hard to beat. I am among the 1/2 the population that loves Gene & Georgetti, Chicago's old, gruff but loveable Italian chophouse. To go there you need to be in on the joke and be ready to pay a lot to eat big steaks in an old house under the L tracks surrounded by bad Italian American decor. For a terrific and cheap international steak place that teenagers love in my experience, consider Tango Sur on Southport near the Brown Line. Started as a tiny storefront grill attached to the owners' parents' old time Argentine butcher shop. It's kind of glamorous in its own neighborhood way and packed with good looking South American people. In fact, it's the "real" version of what many concept driven places try to achieve these days -- ethnic, butcher-centric, BYO, neighborhood anchor, do one thing well without trying to please everyone, etc.
Here are some matches that I think work well. This is far from a complete list.
Brown Line to Southport, shop (lots of boutiques for girls) catch a movie at Music Box (our best small cinema), dinner at Tango Sur.
Red Line to Wrigley, check out the park and neighborhood sports bars (kids welcome), shops, then dinner at TAC Quick (Thai).
Red Line to Argyle, see the big old theaters and neon, Green Mill (a true bar, so not for kids inside), eat at one of the many Viet spots recommended here or the excellent Chinese Sun Wah.
Pink Line (thanks Amy) to Pilsen, look at galleries, Mexican Fine Arts museum, eat birria, carnitas, churros, etc.
Red Line/Westbound bus to Devon and Western, take it all in and eat at Khan BBQ.
Red Line to Chinatown to buy trinkets, Japanese candy and dried squid desserts, and eat.
Blue Line to Division, eat Polish at Podhalanka, tacos down the street at Pasadita, or Mexican seafood, or Moroccan. Observe hipsters and working folks.
Brown Line to Lincoln Square or Irving Park, shop (including the cool Central/Eastern European grocery/butcher Gene's), eat German or Thai.
Blue Line to UIC/Halsted to shop and eat in Greektown, Little Itlay/Taylor Street, Manny's Deli and remnants of Maxwell St...