millennium park? the bean? phfff...
you want 'cool' locations to photograph a fellow RJ guy?
how about the halsted street overpass, about 1/4 north of lake street, where there are railroad tracks underneath and downtown buildings to the east?
also near there, in the greektown area, on south halsted, are mini parthenons on a few street corners, with greek columns, which could be cool if there aren't vagrants sleeping on them.
i also like the kinzie ave. bridge, right outside of the east bank club/apparel center -- its an old bridge, with another old bridge perpetually ion the upright position next to it, but the North Loop high-rises in the background.
want something more traditional? how about the north avenue beach, where the lake is right at your feet, but the hancock building and other high-rises are in the background -- its been used for a bunch of movies. there's also, just north of that [about a mile] a great old limestone structure, the sort you'd find in new york, in lincoln park zoo, with a statue of i think general grant atop it [with few crowds,ever].
Lower Wacker Drive is nice and urban, as well, if a bit dark.
Not sure about indoor spots, though. Maybe the Cultural Center, a huge 100-year-old plus building at michigan and randolph that used to be the main library -- nice stairways, some big banquet/performance rooms that aren't always busy.