I'm visiting Chicago for the first time for the week leading up to, and including, the Memorial Day weekend. Advice? Transit tips? Cheap eats? Interesting events that week? I plan on visiting the Art Institute, but what else do I need to complete my visit and get the full Windy City experience? FWIW I'll be staying at the Reinaissance Hotel (at State and Wacker) and will be sans automobile, and exploring the city alone for the first half of the week.