If you can ignore the politicians in jail and avoid the city violence, the Windy City is a great place to visit. The Magnificent Mile has excellent shopping if you have an arm and a leg to spend. Otherwise, the Doughnut Vault is one of the best doughnut shops in the world and freshly made Garrett's Popcorn is to die for!
Also this, found while I was there. As a natural born Chicagoan, I would just like to say that this is why we can't have nice things.