So glad you decided to go! Chicago is one of my favorite cities, very worth a visit and add in a U2 show and just wow, fantastic!
I just wanted to add a warning about the hotel you booked, however!
I've never been there, but I always always look up hotels on a site called "bedbugregistry.com" now that I've had a bad experience at a 5 star hotel in Denver, named by Conde Nast and all that jazz as one of the best in the country blah blah, boutique-y understated elegant blah blah and why am I so itchy it's snowing out, no mosquitoes, is it the aveda bath products, nope...bed bugs!!!!
It's a growing problem everywhere, and there are couple reports for Chicago hotels (I was looking as I was booking for Chicago myself) and the W Lakeshore is on the list. The complaint indicated that the hotel staff said, oh yes, happens all the time, we don't even compensate for it anymore, ick. At least the staff at the Denver place removed my bar and roomservice charges for my troubles, d'oh!
Off-topic, sorry, but a warning to people booking hotels. If you must stay at a place reported to have the things, at least check (there are guidelines for doing so on that bedbug site I think) and ask to change rooms if you see evidence of them (I noticed some weird stuff in my denver hotel but didn't realize til after that the weird stains were bed bug-related and that the heavily upholstered headboard and so on were great bedbug hideaways).
Sorry to bring up a yucky topic...cheers all!