Visiting Chicago in the winter=never anything fun to do. I don't know, I'm the worst person to ask though. But, if in Chicago, I say to to Roses Tavern in Lincoln Park. Free pretzels and like every 3rd beer is free. Pool table and juke box too. Pretty quiet, so it's a good relaxing bar. Delilah's is right across the street. If you want to party like a punk, I guess go there.
Don't bother with the record stores, I'VE GOT THAT SHIT ON LOCKDOWN SON.