If you are going to be driving places, be aware that parking is costly. If you go to a lot, it is anywhere from $10-$20 or more. And if you park in the street, make sure you read all the signs, even if you are at a parking meter. I have been towed many-a-time because of signs I swear were not there when I parked.

And lastly, if you park at a meter bring a couple rolls of quarters and keep it fed!!!!
Mr. Stuffy and I used to live on LSD and we rented one parking space between the two of us. Which meant someone was literally out on the street always looking for parking. I averaged over $300 a month in parking tickets.
This is certainly not to discourage you. Chicago is a ton of fun. You might also consider parking the car and cabbing it.