All of wak's options are great.
Other good options:
Ben Pao (Illinois and Dearborn) - very good, not terribly authentic Chinese food.
Kevin (Hubbard b/w State and Dearborn) - excellent, but pricey contemporary American food.
McCormick & Schmick's (Wacker b/w Wabash and State) - seafood. It's a chain, but I like the food better than Catch 35 (which is very close by). Great calamari.
Catch 35 - Seafood on Wacker. Asian influence. Right around the corner.
Smith and Wollensky - Steakhouse chain just over the river.
Keefers - Steak house a little farther north. Posters on Chowhound seem to prefer this one.
Frontera Grill - Mexican - a bit of a hike?
Bin 36 - Wine Bar/Restaurant. Great Wine selection.
Harry Careys - Steakhouse/American. Suprisingly good food for what looks like a huge tourist trap.