Ditto on the Blue Crab bar at Shaws, much better than the formal restaurant. I would also try: Brassarie Jo and Frontera Grill. Frontera is superb sw'n; Jo is casual French. For a decent Chicago dog, a Gold Coast hotdog stand is near the mart -- not the best, but pretty good if you order it charred (no ketchup allowed in Chicago unless you are under 8 yrs).
Chicago, IL