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.
"If you look for truth, you may find comfort in the end; if you look for comfort you will not get either comfort or truth only soft soap and wishful thinking to begin, and in the end, despair." -C.S. Lewis, Mere Christianity
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