As a transplant two years ago to Chicago from Dallas I can't stop telling everyone how truly happy I am to live in this city now. The one thing I have learned is that there are better times to visit, but truly there is no bad time. Late April in Early May can give you a wide variety of weather, so think layers when packing, but I have also found that during that timeframe is when a lot of the neighborhood festivals start going. If there are any during your visit you should really check it out. Good food, a great way to see part of the city and experience one of the great neighborhoods.
Also, that's the beginning of baseball season so if you like baseball at all a trip to Wrigley, or even the South Side, might be in order. I know it's not "ultra-gay" but still a fun time and I have always had fun. Wrigley is very close to Boystown so you can stop off at one of the bars at Halsted before/after the game.
Enjoy your trip.