Sorry I missed this...
I am more familiar with Monroe Harbor to the South of the OP, but that short bike ride is absolutely beautiful on the Lake Shoe Trail.
These guys can be a great place to start, Captain Jim is a good friend of mine..
Also Captain Mike...
Go-Sailing-Chicago - Sailboat-Charters - Sailing Lessons - Home
Both operate out of Du Sable or Monroe Harbors. If you don't have a boat and are looking to get out on the water you might want to give them a call.
Make sure you stop by and say hello to these folks, you will find them most weekends simply habging out in the "North Wall" area of Monroe Harbor
Welcome to the Poor Man's Yacht Club
If your looking for a cold beer or Rum you will find it here.
Strictly Sail Chicago is coming up soon, you will find more info walking the floor there.
I believe Montrose Yacht Club has a Wednesday Night Race Series. Walk the docks and see what happens. Ask around.
Monroe's Wednesday Nights are actually very competitive with about 100 boats every week. Ask around at Columbia (a bit easier access than Chicago) and Chicago Yacht Clubs.
If you have any other questions about cruising etc. I have plenty of opinions to offer.
Hope the Op is still around.