The Chicago Theatre started its life as a movie palace. Like in those classic movies where the theaters were owned by the movie companies and had huge ceilings and balconies. Most of those are gone now, but you can still find the charm and feelings of nostalgia at the Chicago Theatre as it is now.
Revamped as a playhouse and concert hall this is still one of the coolest places to see a show. I saw a concert of The Flaming Lips and Beck and it had to be one of the strangest looking crowds for this classy theater. It's a great place to see a play as well.
If I were to ever write a movie screenplay or direct a movie and wanted to have the premier in Chicago, this is the theater I would have it at. It's like stepping back into the past. Plus, you have all of the charm and attractions available in downtown Chicago just a few steps from the door.