I just got back this Saturday from visiting my friend in Chicago for a week. Never been to any place like it (though all the bricks & trees made me think of Portland & Seattle, a little bit). Downtown’s awesome - the architecture is stunning, the layout makes sense (a big point for me, coming from the LA sprawl), the “L” actually gets you where you want to go, and there’s plenty of culture to keep things interesting. The humidity didn’t bother me very much (but I may have been lucky); I’d be willing to try spending a little time in Chicago’s notoriously fierce winter season, another time - just for the experience (and then afterward feel a little better about So. Cal.’s mono-seasonal climes).
If you’ve got only a little time to spend there, I recommend going on a boat tour, which starts by the Tall Ships near State Street. It covers most of the city, via different branches of the Chicago River, so you get to see almost all the city all at once and also get a good taste of architectural knowledge, as well. Also fun was the Haunted Chicago ghost tour, during which a couple of my favorite stops were “Death Alley” at the site of the original Irquois Theater, the site of the St. Valentine’s Day Massacre, & Hull House, which is considered one of the most haunted places in the nation.
Another word of advice: clubbers under the age of 28 shouldn’t go to the Excalibur. Despite all the hype and the fun idea of another club on each floor (which cost another $5 to enter, each; on peak days it costs $20 to get in), most of the people there were much older than myself (many of which my friend & I thought to be of the creepy, perverted variety). Also, on the day we went there actually wasn’t much variety (it was pretty much all salsa & disco), and the DJ didn’t have anything by the artist we wanted played (is Scissor Sisters so much to ask for?).