I live right in the shadow of the sears tower. let me know where you're staying & I'll get you a list of local, non-tourist places. best thing to do is get weekend CTA (transit) pass, & you can move around real well. Also, grab a copy of the Chicago Reader as soon as you arrive. It's a free paper with clubs/restaurants, etc. Scarlett's is the closest strip club to downtown. Never been inside, but my former neighbor "danced" there, and she was
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There are some Italian deli's on Taylor street that will have Scala's or even better products. There's also one on Wells near Grand av. I recommend Burghoff's. It's a german restaurant that's been around for more than 100 years, and they brew their own beer, very good! For hotdogs, Gold Coast is okay, Weiner's Circle on Clark is good, SRO on Dearborn is very good. Demon Dogs is not very good, but a lot of people go there. The best Italian beef is not near downtown, but Al's is okay. There are some good bars near Wrigley Field. Ton's of clubs and restaurants in the Bucktown/Wicker Park area. Chicago pizza? If you want deep-dish, Pizzeria Uno or Pizzaria Due'. Geno's East is pretty good too.
There's some "trendy" shopping on Oak St. just west of Michigan av. Michigan av itself is a major shopping area with a mix of boutiques and vertical malls.
If you want good Italian food, Trattoria Caterina on Dearborn.
3 days just isn't enough time.
