Lonely Planet : Chicago

Very good general guide to Chicago. Helpful hotel and restaurant listings, good coverage of neighborhoods, with very good detail maps and walking tours. Less thorough on museums than Michelin. Also, as with Michelin, architecture buffs will want a more detailed guide. Overall, however, this is broadly useful, and appealingly small -- fits right into a purse or pocket.

This got used pretty hard and served me well when I lived ~40 miles from the lake shore for ~2.5 yrs, back at the turn of the century. I especially liked the walking tours of various neighbourhoods.