Godzilla,
We visited Chicago in 2010 and had a great time. Would recommend that you get one of these multi-day transport tickets which gets you unlimited travel on trains and buses all over the city.
If you are lucky windy city soul club at the empty bottle will be on when you are in town, a fantastic Saturday night of northern where £5 records and £500 records are played side by side to a packed dancefloor. We also visited "soul night" at Danny's Tavern Bucktown which was on the first Wednesday of each month, really more of a funk night in the back room of a bar, with original 45s all night and again packed out. Jimmy Burns is host at Buddy Guys most Monday nights which features his band and an open mic session. The night we visited Buddy Guy turned up for an impromptu show and Holly Maxwell did a turn on the open mic! If nothing else you can meet a rare soul legend and the soul food is not too bad either. Jimmy is on at least twice a week in Chicago try jimmyburnsband.com for his schedule, and no he does not have any copies of "I really love you"!
You could also visit Chess records at 2120 Michigan Avenue. This is now run as the Willie Dixon Blues Foundation and is not particularly great for soul fans-but it is still good to visit the legendary building.
The John Hancock tower has great views of the city and if you get really bored there are quite a few record stores to fill up your day!
Shoebox