Eat out for your meals, and skip any restaurant you've ever heard of. Keep on the lookout for small restaurants that specialize in the meal of the day you're looking for, and roll with the good and the bad. It's the best way to tap into the heart of any city and get a real feel for it. For something uniquely Chicago, though, check out Hot Doug's in Avondale, or Kuma's Corner for a more 'touristy' feel.
