Chicago

In February the case for a walking tour of Chicago is best made indoors. Ours was of the buildings of Mies van der Rohe, who came to the city in the late 1930s to head the architecture school at what became the Illinois Institute of Technology, and stayed. The case against was waiting outside: daytime highs in the 30s Fahrenheit, and a wind off Lake Michigan that bites hardest across the open ground of Millennium Park. The idea was received coolly, which suited the forecast, and agreed to all the same.

For one of us it became a real highlight of the trip, and the guide was the reason: the buildings were known so thoroughly that standing still at that temperature seemed a fair price. The Federal Center at 219 South Dearborn Street is three of Mies's buildings around a plaza, their steel mullions painted flat black and the glass between them tinted bronze. In the plaza stands Alexander Calder's Flamingo, 53 feet of red steel and the warmest-looking thing in the Loop in February.

Go in May or October if the walking is the point; October is usually the driest month of the year. Summer is hot and at its most expensive. Winter has rooms at their cheapest and museums at their emptiest, which is a case, again, best made indoors.

Stay in the Loop. We were across the street from Millennium Park, in a hotel that was a treat: the design stands out, and the bill did not. Cloud Gate is in the park and the Art Institute a few minutes' walk south along Michigan Avenue, so in winter it is never far from one warm door to the next. Near North, over the river, has the Magnificent Mile's shops and River North's galleries and bars instead.

Dinner is a short cab ride west, in the West Loop, where the old meatpacking warehouses around Fulton Market have become the city's busiest restaurant row. Girl & the Goat is on Randolph Street there, shared plates out of a 30-foot open kitchen, and we ate very well at it and at a couple of other places besides. The deep-dish pizza came from a takeaway that works like a slice shop, and the hot dogs from the most famous place in town for them; neither name survived the trip home. The recipe is easier to keep: all-beef, a poppy seed bun, neon-green relish and a dill pickle spear among the toppings. Ketchup is not one of them, and a good many vendors will not so much as offer it.