Welcome to the Windy City!
Wrigleyville is a nice area, although it does have Cubs fans in it.
Know that the neighborhood is pricey, but also tons of fun - the area around Wrigley Field (Clark and Addison) is always hopping during a ball game and on the weekends Clark St is party central for the young and beautiful. One of my favorite places to go back in my college days (late 90's) was the Metro just north of the ballpark - it was (may still be) a great place to see local rock bands if you're in to rock. Be mindful of the Halsted Street area, it's affectionately known as "Boys Town" and if you're not aware of the extreme Gay/Lesbian party scene it will be a huge shock to you upon first visit (it still weirds me out from time to time and I'd like to think of myself as an open-minded person).
So of course there's downtown, Michigan Ave is primarly the shopping and tourist area nowadays but there are businesses as well. You'll be within a block or two of the lake so you'll get a lot of great sights to see there - and by great sights I mean the ladies!
There's also Millenium Park and Grant Park nearby as well as the Art Institute - the other museums are just south of downtown but easy to get to by the city transit system CTA
. Speaking of the CTA you shouldn't expect great service from them, they have in the past been rated the worst metro transit system in the country - the trains are good, the buses not so much.
As mentioned Lou Malnati's Pizza
is the cream of the crop for true Chicago Style pizza - there's a location downtown and one not too far from Wrigleyville as well. If you like pizza you will do yourself a disservice if you do not try Lou Mals deep dish with butter crust. Also notable foods for Chicagoland is Vienna Beef's Hot Dogs and Corned Beef and Carson's Ribs (though if you really like Ribs look for the Gale Street Inn in Jefferson Park - best ribs ever!)
On the collecting front, the City of Chicago does not have many Targets in its borders (there's only a couple of Wal-Marts in the city but it's on the south side) however you'll be just 2.5 miles east of a Target on Addison ave and my childhood Toys R Us at Roscoe/Western by my alma mater Lane Tech (mention to someone about Lane or Riverview and they'll know where you mean). A great place to check out for vintage or off-retail toys is Quake Collectibles in Lincoln Square, the owner Dave is a good guy and routinely gets new old stuff in. In terms of collecting groups, there's the Chicago Trade Federation
of which I'm a member of - a bunch of great guys doing what they can to help each other out in the hobby. There's also the Chicago Force as the main Star Wars fan club of Chicago as well.
Other quick things you should know - Chicago has I believe the highest sales tax in the country at 10.25%, parking is miserable and costly, the winters can be brutal so make sure you get a heavy winter coat, gloves, hat, portable heater.
If you're interested in more about the homeland, shoot me a PM I'll be glad to give you some advice/pointers.