Your kids aren't even out of school yet and you're worried about finding inexpensive ways to entertain them for the next three month. Enter: Museum of Science and Industry.
As a kid, I saw a lot of museums. I've said before that I've seen most of this country from the back seat of my parents car, but we did stop the car occasionally, and when we did it was often in front of a museum of some sort. If you want museums, Illinois is your spot.