While I do not live in Chicago I am pretty familiar with water from Lake Michigan in regards to brewing. For an extract brewer Chicago water is an excellent source for most types of beer right out of the tap with no filtration needed. Treating with campden is as easy as crushing and dissolving 1 campden tablet per 20 gallons while heating up your water in your kettle. The reaction is basically instant and campden tablets are extremely cost effective.
If you decide to go all grain, for your hoppy beers you can adjust your pH using Phosphoric acid, Lactic acid, or acidulated malt since your grain bills will likely be pale and lacking in buffering capacity to overcome the temporary hardness of Lake Michigan water. For all extract beers though acidification is not necessary. Take some time to read the brewing water primer that is a sticky post in the Brew Science area.
Do you belong to any local homebrew clubs? Chicago Home Brewers Group (CHBG) is an excellent club full of knowledgeable home brewers and commercial brewers that have experience brewing in your area. You can check them out online or on Facebook. Joining a brew club was one of the most beneficial things I have done to improve my beer.