Lived in Chicago for 24 years. Easy choice: The Signature Room.
This fantastic restaurant is at the top of the John Hancock Building. It has a great bar. Both the bar and the restaurant have views all four directions (lake, downtown, north lakefront, near north side). It has the best views in the city by far. Tell them in advance what you are doing and they will make sure you get a great table. I used to take people there for lunch because it is actually pretty reasonable priced for lunch. It will be expensive for dinner, but worth it. And it is famous for being a place for classy proposals.
Cyber, you owe me daily reps for a month for advice this good!