Are you in the city proper? Do you only take El trains or do you end up on Metra/Amtrak/South Shore? If the latter, I'd really go for a folding bike.

If you're taking the L don't forget the rush hour restrictions on bikes on the trains.

Also, buy a big ****ing lock and learn how to use it. Take off your quick releases and use Pitlocks. Be wary of bolt-together bike racks, sometimes they're setups by pro thieves. Don't be afraid to confront people who don't match the bikes they're twiddling with on the racks. If they do own the bike they'll prolly be grateful.

Be nice to the Mexicans riding to work on the sidewalks. They work harder than you or I.

If you're riding around Midway, approach the L from 63rd St.; riding on Cicero between 55th and 63rd is a death sentence after the reroute.