Oooh, I just thought of another place. On Michigan Avenue, near Millenium Park, there's a place called Park Grille, my husband's friend is the exec. chef there. We ate there over the summer and it was very good. Especially on the weekend, if it's in the 50's as they say you could check out Millenium Park , it's very pretty, and it's walking distance from where you'll be. And it is pretty casual. We strolled in with three kids off the streets and definitely were not dressed up.
I think the Macy's windows are decorated too, that would be fun to see.
Don't be too afraid of the pickpocketing stuff. Yes, you need to be aware of your surroundings, as you are anywhere, but don't think that people are going to jump out of the alleys and grab your stuff.
Have fun!
Deb