OK, so I haven't actually ever been to Buddy Guy's Legends yet but I live in Chicago so I have plenty of time for it. It seems to me, on the other hand, that if someone was visiting here briefly, they would definitely want to come out to Buddy Guy's to hear the blues music Chicago is so famous for. Buddy Guy himself plays a few shows at the club every winter. Tickets are pretty expensive though and they go fast.
To get to Buddy Guy's Legends (South Loop Neighborhood) via public transportation, take the red line train to Harrison, walk east two blocks to Wabash Avenue, and south two blocks to 8th Street.
Buddy Guy's Legends' website:
click here