CHI - great place
Fully agree with all the suggestions above. Here are a couple more:
1. The soul food plate at Heaven on Seven restaurant (downtown, above the theater). (How does good Cajun food get to be in CHI?) If you are a fan of hot sauce, they have the "Final Answer." One drop on anything and the rest of the food goes uneaten and the remainder of the day is spent trying to cool down your mouth. NOT recommended.
2. House of Blues (near north side, not far from Mich Ave) - got in for $5 one night and saw some great acts. Better and cheaper than one of the 'in' blues spots (name escapes) on S. Michigan.
3. CSO (Chi Symphony Orchestra). They have "rush" tickets that allow you to take an unclaimed seat just before the performance. 1/2 price or better.
A great town. At one time it was the coldest I had ever been (Jan downtown without all the winter gear). I used to have a low opinion of the place for a number of reasons. However, I later got the chance to spend some time there and now I love it - in any season.