Home of the worlds first skyscraper and sitting next to a bloody great lake (Lake Michigan) - I rather liked Chicago! Not sure if I would say the same thing if I was visiting in winter but as the weather was lovely, it made our visit here good.
Did some more cycling along the lakeside; visited the site of the first Playboy Mansion (sadly they've put upmarket condos there now); experienced true Chicago-style blues in a blues bar which was great fun; and enjoyed the weird and wonderful exhibits in Millenium Park (such as 'The Bean')!