Agree with the above. Areas you are likely to be interested in will normally be very busy with people.

I personally wouldn't ride the "L" at night, especially with a female companion, but it is unlikely you'd have a problem. It's just that if something were going to happen, that would be one of the most likely places.

The main "touristy" areas for restaurants (except many of the more offbeat/ethnic ones), shopping, theater, museums, sights, are by and large a cheap cab ride apart, or a nice scenic walk. Not like London or NYC.

I would take the Blue Line downtown from O'Hare if you are at all close to rush hour and aren't dragging too much stuff. We've been stuck for 2+ hours in traffic before.