Usually it's the zoo, but we have been known to visit aquariums from time to time. Lincoln Park Zoo in Chicago is one of my favorites because (1) it's free and (2) it has a big giant tractor.
Also: lots of places to pose the kids together, including but not limited to inside a "hollowed-out" log inside the gorilla exhibit, and in front of a male zebra. (Don't ask me how I know it's male or I'll be forced to tell you.)
It's a pretty zoo, too. Chicago is a pretty city. I am not one for "big cities," generally, what with the fact that I hate people and all, but at least the Lincoln-Park-Zoo-part of Chicago has lots of pretty things to look at (and excellent light).
Oh! And a carousel! Which was pretty much the hit of the visit. Anything that gets the kids to smile naturally is all right in my book.
Not to mention, the skyline makes a lovely backdrop for family pictures. (I still think Philly's is more spectacular, but Chicago's is quite photogenic.)