Hah, you could do a Dresden Files tour of the city!

If it wasn't likely to be cold, I'd say Graceland cemetary (featured in Book 3, IIRC). If you're not museumed out after the Field Museum and the Shedd, the Art Institute is really good. And it's worth just taking a stroll up Michigan Avenue, especially since the holiday decorations will be up.

Oh, and you should hang out with me! I know where the good pizza is!