To really experience Chicago, try venturing off its main tourist strip of Michigan Avenue. Even walking just a few blocks west of the Mag Mile will provide some great (and free!) experiences (like the wonderful Newberry Library).
Trekking farther afield to Argyle Street and Devon Avenue promises culinary adventures as well.
Quick Tips:
Time Out now has a weekly Chicago guide!
The Chicago Reader is *the* source for planning nights out, getting dining reviews, and finding interesting info about the city.
Best Way To Get Around:
Between the Chicago train system (called "the L") and city buses, it's easy to get around. You can find a ton of info, even trip planners, at the CTA website .
Taxis are everywhere and are a great option when you are all dressed up and don't want to take a bus while wearing a gown and high heels!