Chicago Hotels/attractions?

Travel Info
I am planning a short trip to Chicago for a couple days between Christmas and New Years. Would like to be in a hotel that has easy access so we can walk to things instead of trying to drive. Any advice on a nice hotel to stay at that isnt extremely expensive? Also...What would be the 3 things you would most recommend to do while we are there (in the dead of winter!)
Thanks

Travel Tips

Although it's not fancy, you might consider the Red Roof Inn, just off Michigan Avenue on Ohio Street. It's right off the shopping district of Michigan Avenue and not far from the Art Institute or Millenium Park (and if it's really cold, buses run up and down Michigan Avenue.)

That puts you in easy reach of the three things I'd recommend while you're there - Millenium Park (there's ice skating!), the Art Institute, and the shopping along Michigan Avenue. During winter there are lots of activities along Michigan Avenue, and the city launches fireworks every weekend at the river as well.

Other options would include the Hotel Allegro downtown - also not crazy expensive, and within easy reach of Michigan Avenue, the Loop, and several museums, such as the Field, not too far away.

Others
http://egov.cityofchicago.org/city/webpo...
http://egov.cityofchicago.org/city/webpo...
I have done this.
Go to Priceline.com
Choose Michigan Ave
Put in dollar amount. (125?)
They will find a place and you will be in the heart of the city
http://www.hotelroomsaver.com/
http://www.hotelroomsaver.com/