Where do you stay now? When I was first there, I was a poor actress, so I had a ­crummy little apartment or I stayed on people's couches. Now when I go, it's for press, so I stay at a hotel. I've stayed at the Peninsula several times, and I love it there. Yeah, it's a big skyscraper, sort of odd. The lobby is on the second or third floor, so I'm turned around when I get in there, but the service is amazing, as with everything in Chicago. The rooms are lovely, and it's right on Michigan Avenue, which has some of the best shopping in the world. Every time I walk down Michigan Avenue, I'm stunned by some new, beautiful angle. The architecture is really sublime, and the shopping is not too bad either.

Speaking of shopping, what's your favorite store in Chicago? There is a great store that is unique to Chicago called Blake. It's a true boutique. Whoever owns Blake goes around to all the designers and handpicks what is the best and brings it to Blake. So the store has the four best pairs of boots this season. It has extremely high-end clothing, but it is the best of everything, so you don't have to sift through the department stores. In 15 minutes, you can find what you couldn't in six months somewhere else.

Where do you like to start your day? There is Ann Sather, which has Swedish cuisine, and they do an amazing breakfast. They have the best cinnamon rolls in the universe. Their Swedish pancakes are famous, and they are now starting to serve egg-white omelets. It's fantastic, because someone comes in being health conscious and goes, "I'd like an egg-white omelet and some vegetables and six cinnamon buns." There is another breakfast place, 3rd Coast, which is what Chicago is called. It's not New York; it's not L.A. - it's the Third Coast. It's a city in the middle of the country that quietly gets things done. It kind of feels like the real America. They also call it the Queen of the Heartland and the City of the Big Shoulders.