Downtown you can also try out Jack Schwartz's for cigars, though they close relatively early in the day.

Portillos is definitely the place for Italian Beef and Chicago Dogs. I'm a big fan of Rosati's for the best Chicago style pizza, but it really depends on the individual locations, and since I'm from the North burbs, I would not be able to verify any locations down by willowbrook.

Binny's Beverage Depot in the south loop is great for beer tasting. I think they have a humi too (most binny's do), but no smoking.

If you're in Lincoln Park, check out Chicago Bagel Factory at Armitage and Sheffield. Great bagel sandwich creations.