Haven't had tea at all the places, but afternoon tea at Drake was pretty good.
But if you are willing to try something outside of a top-notch hotel, I would recommend afternoon tea at Sweets and Savories @1534 W Fullerton. They have wonderful tea and finger sandwiches, but their dessert is simply divine!!
http://metromix.chicagotribune.com/d...mx-dating_heds