I visit Chicago sometimes. I have to stay in the tourist district for my own reasons, but there are some nice hotels that I've used for pleasure just a short walk off the main drag that were very stylish yet private and reasonable on the wallet. If you get bored and like burlesque shows, there are a number of theaters showing boobies in the area, and the cab drivers generally know where all of them are. Eat lots of food - don't bother with Trump's place, because Ralph Lauren has the best veal ever
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Tru is still my all around favorite, though. Have fun!
~Mme X~