I have a few favorite spots for a run in the city. Obviously it depends on where you live, but I don't think you can beat running along the beach next to Lake Shore Drive. I've tried running around in the Loop, in some misguided effort to be cool and run in the urban areas, and while you can certainly do this at the right times of day (don't be the jerk who runs during rush hour), you'll need to stick to a lot of right turns and probably not use a set path, so that you can take advantage of a walk sign when the timing is right and you don't break your rhythm. Millennium Park is fun to see, but not big enough for a great jog.
