In downtown Chicago, you'll never need a taxi to get around. The Loop and Magnificent Mile areas are very walkable, and you can always take either the L or a bus if you want.

As to pizza, I'd recommend Gino's East (DO NOT go to Gino's West, Gino's North, or Gino's Any Other Direction or Permutation - these are unaffiliated places that play off the name to lure unsuspecting patrons.) They're one of the most well-known Chicago pizza places, and their specialty is stuffed pizza with cornmeal in the crust. Expect to eat one slice - max two - and take the rest in a doggie bag. Don't worry - it's delicious cold

Hot dogs - honestly, I think the best ones come from a truck or a concession stand in Lincoln Park, but I don't think they'll be around at this time of year. You'll probably come across a few places as you walk around - if they have a Vienna Beef sign and don't look too disgusting, you might want to check them out.