Chicago

• California in a Fortnight? - California
• Frankly, my dear, you'll love it - Charleston
• Blown away by the Windy City - Chicago
• Blown away by Chicago - Chicago
• Haunted by Hemingway - Florida
• We have the keys to unlock Florida - Florida
• My Love Match with Las Vegas - Las Vegas
• The town that cloned Europe - Las Vegas
• A Chorus of Angels - Los Angeles
• LA: An actresses guide - Los Angeles
• The Stars Bite Back - Los Angeles
• Hotel of high fashion - Miami
• Miami Spice - Miami
• Alien Town: Roswell - New Mexico
• How the kids went Cajan - New Orleans
• Seta and the City - New York
• Glamour by the sea - Santa Barbara
• Celebrity Hotels - USA
• Escape to Sundance - Utah

TWENTY MINUTES AFTER LANDING in Chicago, we decide to get our bearings. We stroll across the road from our hotel to the monumental John Hancock Centre, exchange niceties with the doorman, take the lift a quarter-of-a-mile closer to heaven and swagger into the distinctly dated 96th-floor cocktail bar – only to find it shrouded in a soup of impenetrable, swirling cloud.

Oh, well. We pick a table by the window, order a brace of Manhattan cocktails and some Bombay Mix and settle into a pair of Seventies leather bucket seats to admire the stormy stratosphere. It’s not a view, but it is perfect.

Weather is not Chicago’s strong suit. On the shores of a February-frozen Lake Michigan, this is certainly the Windy City. Gales are delivered with the morning newspaper and blow you around town like tumbleweed.

But what’s the odd storm to Chicago? This is a city of dramatic skyscrapers, speakeasies, Tommy guns and gangsters – isn’t it?

Well, Chicago certainly scrapes the sky but we struggle to find a gangster. We look everywhere for Al Capone, Chicago’s most notorious anti-hero, but it looks like memories of the portly, cigar-smoking mobster have been shunted into early retirement.

His trademark trilby is out of vogue in the stylish department stores on Michigan Avenue, and one of the last remaining places to puff on a cigar out of the wind, a bar named Marshall McGearty’s, was closed when we visited, perhaps a victim of the new prohibition on smoking.

Our hotel, The Ritz Carlton, retains lots of Capone-era, old-world glamour, but since Big Al was driven out of town and into Alcatraz in the early Thirties, Chicago has shrugged off the bloody, bullet-ridden days of the St Valentine’s Day Massacre.

But the 21st-century city is just as legendary, with ambitions that are just as lofty. New York may have been named twice but only Chicago has been built twice.

The place to build big

On October 8, 1871, legend has it that a clumsy cow kicked over a lantern on the corner of Jefferson and Taylor. The resulting fire tore through downtown Chicago, which began disappearing at the rate of 65 acres an hour.

But the resulting wasteland became a catwalk for aspiring architects looking to strut their stuff before a new audience. Grand buildings shot up and in 1885 the world’s first skyscraper, the Home Insurance Building, appeared.

Chicago, it seems, had become the place to build big. These days, the skyline is Himalayan in stature. The jet black Sears Tower is the local Everest and reaches 1,450ft into Illinois’ icy skies.

Until 1997, when it lost its crown to a flurry of Asian superstructures, this megalith was the tallest building in the world. It remains the largest in America.

You could spend a lifetime soaking up Chicago’s architecture.

Downtown, we drop by the black-and-gold art deco Carbide and Carbon building, which resembles the pleasure palace of some hedonistic 20th-century pharaoh.

Later, we stand before the perfectly simple Aon Center, which looms over Millennium Park and was once coated in marble from the same bloodline as that used for Michelangelo’s David – until the Chicago chill caused it to drop off. American architectural great Frank Lloyd Wright also left his mark on the city and some of the best examples of his ‘Prairie School’ can be found in Chicago, most notably the Robie House in Hyde Park.

Shrugging off fussy British influences, Wright’s buildings reflected the horizontal lines of the pancake-flat Mid-western plains on the city’s doorstep and still look dazzlingly fresh today. And then there’s Millennium Park, an arty showcase of an open space in the heart of the city’s downtown. Here, padding through snow up to our shins, we explore the Frank Gehry-designed concert venue, which resembles a half-transformed Transformer.

Next, we stand between a pair of glass towers onto which are projected the faces of everyday Chicago residents. A toothy middle-aged woman is beaming out of the walls when we visit, like a soft-edged Orwellian Big Sister. It is a disconcerting experience. But the centrepiece is an extraordinary sculpture by Anish Kapoor, which looks a little like a seashell, swept here from the depths of Lake Michigan on the prow of a tsunami. Curvaceous and mirrored, it bends the reflection of the surrounding skyscrapers, making them wilt and twist. Walk beneath it and the whole world warps around you. Don’t visit after a heavy lunch.

Food with bells on

But you will be hard-pressed to avoid eating. Chicago does food with bells on. On our first evening, my fiancée Genevieve and I set out for East Randolph St, one of the city’s main culinary drags. Here, we eat in a buzzing restaurant called Avec. It’s a pretentious name but the food is anything but.

Sitting at large refectory tables, the crowds tuck into a sensational smorgasbord of tapas, from figs stuffed with spicy chorizo, to focaccia, oozing pungent tallegio cheese and drizzled with truffle oil.

The next morning, after a Japanese breakfast and a short stroll along the lakeshore (which is savagely cold during the winter) and the tacky coastal tourist hotspot of Navy Pier, we set out to explore the galleries.

The nearby Museum of Contemporary Art is our first stop, and four levels of modern art, including paintings by Rene Magritte, Francis Bacon and Jeff Koons, and the beautiful mobiles of Alexander Calder.

The highlight is the slightly more austere Art Institute of Chicago, where you can spend the morning rubbing shoulders with Indonesian textiles and ancient Chinese pottery and the afternoon being dazzled by one of the finest collections of Impressionist and Post-Impressionist paintings this side of France.

Our last day coincides with the Super Bowl, a ‘big day for America’, as one fellow hotel guest had put it earlier in the morning. With everyone at home watching the New York Giants see off the New England Patriots, we more or less have Chicago to ourselves.

The snow falls in romantic flurries and the streets are abandoned. The skyscrapers loom above like chaperones watching our progress.

We walk through the streets, have another cocktail in the John Hancock Centre and eat deep-pan Chicago pizzas in an otherwise empty Italian eatery while the staff debate the game.

Forget the wind. In his Alcatraz cell, way down south in balmy California, Al Capone must have really missed days like these. Back home in London, I know that I certainly will.