We went into Toni Patisserie & Cafe. I snagged a bunch of macarons (of course) - the almond was my favorite! They also had some awesome Wicked cupcakes.
Christkindlmarket was highly recommended on all the Chicago travel blogs I read. This is a German-style Christmas market. We decided to check it out, but unfortunately, it was so crowded, it was hard to see much. We didn't stay for long, but they did have some cool things.