Just an FYI about Illinois...
Videotaping Law Enforcement Illegal in 3 States|Photocine News
But yes I do agree with the fact that consent should not be needed to video tape, or photograph. Their line of questioning was ridiculous once they started asking where your kids were...I guess they can ask anything they want, but you having children and where they were had nothing to do with it. As for photographing the ferris wheel, or anything else for that matter, I would make sure you are familiar with the laws for the particular place (even down to the city, not just state or national laws). I have been harrassed due to having a tripod in NYC, but I guess there is some ordanance about tripods being an obstruction or something, I can't remember the text...but it seems to me you were perfectly inside your legal rights to be doing what you were doing, bottom line, I guess know the laws, and know your rights, also carry your rights with you.