Call ahead on the bike rentals, some of those places have packed it in for the season, though I still see some rentals around so somebody is still doing it. If you're downtown you can always just take buses and the El, commuting that way sucks but especially on a weekend they get you around the center of things pretty well.

I'm not a big Chicagophile, but I wouldn't miss Hot Dougs, Yojimbos, the Map Room or the Hop Leaf (for beer nerds), Par's Cove (for a nice, romantic, reasonably priced sit down meal), and maybe check who's playing at Metro or the Empty Bottle or some other venue, depending on your tastes. We don't really have ethnic food you can't get in Baltimore, but if there's something you're craving we have just about everything.