An offbeat way to experience the real "spirit" of Chicago is to take a narrated bus tour of cemeteries, murder sites, Indian burial grounds, haunted pubs, and other spooky places. Richard Crowe, who bills himself as a "professional ghost hunter," spins ghost stories, legends, and lore on the 4-hour trip. Yes, there's plenty of shtick, but Crowe really knows his stuff, so you'll get an informative history lesson along the way. Reservations are required; Crowe's tours get especially popular around Halloween, so you'll definitely want to call ahead.
Crowe also leads 2-hour supernatural boat excursions from July through Labor Day weekend; the tour costs $27 per person and boards at 9:30pm at the Mercury boat dock at Michigan Avenue and Wacker Drive.