You can have a nice walk. Drive on N Columbus Dr going north from Millenium Park. Turn on Wacker Dr and drive down a level (yes roads lead down to the river) and park on Lower Wacker Dr right by the river. Cheap parking on weekdays and free on weekends. You can walk right onto the riverwalk a few feet away. Also checkout the fountain that fires from one side of the river to the other side in an Arc every hour for 10 minutes.