My favorite part about Chicago is how easy it is to walk everywhere.
Countless times I've walked from home to the lake, gotten lost on the way for a little, and I've learned so much about the city this way.
A few years back, my brother rented a studio space in the historic Fine Arts building on Michigan. I spent a few nights there during my hobo years.
It's not the greatest way to live, but it's good to be uncomfortable for a while.
With my Panasonic LX-3 in hand, I journeyed in my own city. Try it sometime.