I'll be waiting with baited breath for a reply (born in Chicago and visited area).
Bill in Boston

The only thing I can think of that would be of any interest in the Hammond area would be the casinos.
Blue Chip - Michigan City
Horseshoe - Hammond
Four Winds - New Buffalo MI
There may be others.

hey yanksrule you could always bowl at Olympia Lanes .

Unless it has changed, Hammond does not have a good reputation. Michigan City, In has a nice beach and marina (Washington Park). You could stay at the Blue Chip which is very close to the beach and marina.The marina use to have boat rentals at the marina with captain for fishing and for sailing. You could call the Harbors Masters office to ask if they still do.

Are you only asking because you are taking Greyhound again and have that layover? If not, and you are only in Chicago for a very limited amount of time (less than 4 days), I would recommend that you save your time and money and just stay in Chicago. More than enough to do.

NW Indiana, particularly along the lakefront in Lake County and a portion of Porter County, are heavily industrial and definitely not the most picturesque places. The Port of Indiana is located in Porter County (Burns Harbor).

If you had sufficient time to do so (more than 4 days), you could take the South South and South Bend RR out from Millennium Station to the Dune Park station (in Porter County) and walk to the Indiana Dunes State Park from there. The Indiana Dunes National Lakeshore lies right above that. Keep in mind this would entail quite a bit of walking.

You could even take Amtrak from Chicago to New Buffalo, Michigan and stay overnight; however, lack of a vehicle in that area would be a terrible inconvenience.

If you wanted another suggestion for a day trip, look into taking Metra to the Chicago Botanic Garden (actually locaated in Glencoe). May would be a particularly nice time to visit the CBG.