For something different, be sure to visit Central Camera on Wabash (in the Loop). Family owned since several generations, a dying breed of old fashioned stores.
I visit there each time I am in Chicago and love to rummage among the incredible variety of stuff they have in the store. Great sales people also, some interesting personalities.
If you are going to be in downtown Chicago, you will enjoy visiting Calumet Photographic, Helix Camera and Central Camera. If you plan to buy gear, be prepared to pay the highest sales tax in the nation.....10%.