I just want to say Chicago isn't the warzone that some people make it out to be. People act like you will get murdered for stepping out of your door here. But all the really bad crime is limited to specific areas with heavy gang activity. When you enter these areas you can just tell they are different and dangerous.
But there are a whole bunch of nice places downtown to go, and a lot of nice places on the outskirts of the city. Downtown is especially awesome during Christmas.