Chicago theater is famous for its tiny youthful companies whose marketing savvy extends no farther than an answering machine in someone's apartment. Buying a ticket can be wearisome - especially if you're leery about leaving your credit card number for someone's landlord to overhear - but this is where the most rewarding shows are to be found.
Parking can spoil your night. The cost of leaving a car near many venues can easily break the bank. If drive you must, consider the following: You can park for free at Steppenwolf if you leave your car on Halsted Street south of North Avenue; you can park for free at Second City if you park on North Avenue, about 500 yards west of the theater and beyond; free nighttime parking in the Loop is easier than you think - if you hit it right at 6 p.m., when daytime parking restrictions end (park and then go for dinner). Best bet is Monroe Street, between Wacker Drive and Dearborn Street.
Previews are a better deal. Many of the larger Chicago theaters reduce their prices for performances before reviews come out. These performances are often the ones where the stakes are highest and the performers the most engaged. Here's the best bet of all: Look for the final low-price preview. That may well be the press opening, when (in theory, at least) things should be firing on all cylinders