A Chicagoan in town for a conference and trying to get a job, I've been wined and dined by a former vendor for two nights.
The Palm in the Bellevue Hotel serves awesome steaks. 18-36oz monsters, perfectly charred and red in the middle, with delicious sides of fried asparagus, mushroom risotto, french fried onion strings, creamed spinach (a little bland), mashed potatoes, etc. Their wine list is extensive (we drained them of an outstanding Cab: Stag's Leap from Napa). If money is no object, get a steak ($33+ a la carte) here.
The second night, we went to Swanky Bubbles. I had low expectations from earlier posts here, but was rather pleased. A large cocktail menu features champagne cocktails and fru-fru-tinis, but the back bar has a wide variety of vodkas, gins and liqueurs. But I was there for the food: nice appetizers of black bean ribs, chicken-filled spring rolls, calamari (a little floury), then lots and lots of sushi and sashimi. Service was friendly and attentive -- especially for an overcrowded bar -- and the food was well presented and very tasty. I don't know what any of the prices are, I didn't do any ordering. If it wasn't for the smoke of the bar, I'd go back again.
Come to Chicago -- closest to Swanky Bubbles might be Rodan on Milwaukee Ave. in Bucktown neighborhood.