There's usually some sort of Lincoln-related exhibit at the old train station (should be near the current Amtrak station, and either free admission or free w/Lincoln Museum admission). And I can personally recommend "The Feed Bag", a lunch-only soup & sandwich restaurant very popular with state employees, as well as the Prairie Archives, a used bookstore next door to the Feed Bag, with a huge collection of local history & Lincoln-related books, as well as some cute souvenir T-shirts. (My favorite features Mary Todd Lincoln's face, with the caption, "I'd have to be crazy to go back to Springfield, Illinois!")Did anybody suggest Springfield IL?
Within an easy walk from the station is the world class Lincoln museum, the old state capital, a cool Frank Loyd Wright house to tour, the Lincoln Home National Park, lot of good eateries and lodging. Plus it is the state capital so all the government stuff is nearby.