The Westin N Michigan Ave has some amazing views down the Magnificent Mile. You might have to call to specifically book one of those rooms. I believe you want -01 rooms (e.g., 501, 1001, etc.).

The Intercontinental us at the other end, but also has rooms right on Mag Mile side.

If you're not price-sensitive, then you have the options of the Four Seasons on the northern end of the strip and the Peninsula in the middle of the strip.

With all of these, you would have to speak to the hotel to confirm a room you want.