I'm in the same boat as EvilM00s. I live about an hour away from Chicago (northwestern Indy here, too!), but the city's fun to visit when the weather's nice enough.
I'm heading up to Chi-town tomorrow; gonna take the fam to Christkindlmarkt... the German Christmas thingy. The weather is supposed to SUCK, but it's a family tradition and we get to have dinner at Macy's Walnut Room after I get snookered on mulled wine.
Should you go, and should you see the old man in a 3/4 length black trenchcoat and a Santa hat surrounded by 3 little girls, that's me.