The last visit we stayed at the Comfort Inn & Suites on Ohio and State. It just opened in late April 2002 and for being in downtown Chicago it was a bargain. The room was tiny but we only slept there so nbd. The staff was very nice and we will definitely stay there again. It's centrally located so you can walk to just about any downtown address.
Use Choice Hotels website to book and you can save with various discounts. We paid $139/nights (excluding taxes)
They had 4 huge, fluffy pillows on our queen bed. Ahh! Theme: HotelComparison: less expensive than average