My girlfriend and I have just booked a 5 day trip to Chicago, but do not know where to begin, in terms of food options. We will be staying in the magnificent mile area, however we will likely get subway passes, are up for a lot of walking (what better way to burn off the indulgent eating), and want to explore different neighberhoods (not just the uber-touristy ones). Also, we are on a budget.; although we are up for a bit of fine dining, the rest will have to be more budget-friendly.
Of course we want to get an authentic deep dish pizza - we have heard of lou M's, is this the best option? What are some other quintisential chicago foods, and what are the best places to get these. Also, we want to explore the city...what are some of the best foodie neighberhoods. As a last point, what MUST we do in Chicago (ie museums, areas, sights, etc). We greatly appreciate your help!