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In addition to the above recommendations, if you have time, I'd recommend having lunch or dinner at David Burke's. In my view, Chicago has the best steaks in the world. No offense to Japanese beef--many maintain Matsuda beef is the best in the world--but I prefer the traditional aged, well marbled, good old fashion corn-fed thick & fatty American Cowboy ribeye seared to a perfect medium rare.
And, nothing wrong with having steak for lunch!