I agree with all the above comments, especially regarding the price of the Park Hyatt, Ritz etc. They can run over $400 per night. My personal favorite is the Hyatt Printers Row (in the financial area, Starwood will be opening a W down there soon as well, and I've heard some good things about the newly opened Burnham.
PS- when exactly does Comdex happen this year? I travel frequently to Chicago and would probably want to avoid this time, due to the difficulty in getting hotel rooms at reasonable prices.