Thanks for the insights so far!

On my initial visits to a city, I generally prefer the following:

1. Love to walk around a city, assuming the area is relatively safe.
2. Interested in visiting Museums and experience the city's history.
3. Would like to attend a Symphony and/or Opera, if in season.
4. Experience some aspects (food and/or culture) that is unique to Chicago.

Of course, would love to check out a game at Wrigley's, but would have to wait to return during baseball season.

Will definitely try all the recommended steakhouses!