Fun birthday ideas for Chicagoland area?

My birthday is coming up the last weekend of June and I've been really trying to think of something fun and different to do for it. I was originally thinking of taking a weekend trip to Lake Geneva for some fun summer activities but all the hotels are booked up. I could do something in Chicago but I want to do something different than plain old bar hopping. I really want to get a hotel room(s) so me and all my friends can crash somewhere. A weekend trip would be fun but it can't be too far because no one can take off any work, so the other options that spring to mind are Milwaukee or Indianapolis? But I can't think of anything specific to do there that would make it worthwhile. Obviously, I'm having trouble settling on something and I want to make it really memorable!