I really enjoy going to the Art Institute not only to see the traveling exhibits, but also the permanent collection, which is pretty impressive. They have some great Monet, Van Gogh, and Picasso, the big guys you know... and they also have contemporary art as well.
The place is just huge, so it might be worth getting a membership if you're in the downtown area often enough or live nearby. It's a great place to visit if you're from out of town also.
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