I'm a Chicago native, so I hope I can help.
If you like the idea of the Hancock building, the restaurant at the top called the "Signature Room" is a classic, and has some of the best views of the city...
The Cheesecake Factory is great as well...
Spiaggia or Wildfire are amazing restaurants, but price. The Grand Luxe Cafe is beautiful, but has cheaper prices.
For scavenger ideas, you can do something cute like send her on a hunt to Macy's (formerly Marshall Field's--the pinnacle of Shopping in Chicago) or to Watertower Place (a huge 7 story mall next to the Ritz Carlton) to find a dress for the night.
If you wanted to give her clues about rings and diamonds, Wabash Ave., near Monroe, is called Jewelers Row. There is a great diamond store called "Diamonds on Wabash."
A great location is Buckingham Fountain, (which is great for photographers). It has the view of the lake in the background, and is usually covered in white lights, and with recent weather will most likely be covered in icicles.
If you need any more ideas, please let me know :)
