Most upscale restaurants have options that will satisfy vegetarians. At some places they are on the menu; at others you have to ask. Just to cite one example... My favorite "casual fine dining" restaurant in the city is Cafe des Architectes, in the Sofitel off North Michigan Avenue. Their menu includes both a 3-course $42 prix fixe section and an a la carte section, and Sundays through Tuesdays they offer a bargain 3-course $29 "neighborhood friends" menu (which I enjoyed last week). Check out the menus on their website at www.cafedesarchitectes.com (the "neighborhood friends" menu is under "happenings") and you'll see vegetarian options. Another good choice in the Mag Mile area with vegetarian options is Cafe Spiaggia for moderately priced Italian food ( www.cafespiaggia.com - it shares the website with Spiaggia, its high-end sister restaurant next door, so make sure you click on "cafe" unless you want the expensive high-end place, which is also excellent). But really, you can go just about anywhere and find options for vegetarians; even the best restaurants in town, like Alinea, Everest, etc, will serve complete dinners for vegetarians which demonstrate the same creative cuisine as the non-vegetarian offerings. And at the opposite end of the spectrum, you can order deep-dish pizza without the meat ingredients.
If you want to go to an upscale vegetarian-specific restaurant, it's a short cab ride to Green Zebra ( www.greenzebrachicago.com ), Shawn McClain's restaurant in West Town, which is all vegetarian with the sometimes exception of a single non-vegetarian entree.