Urban Hiking and Food Hunting in Chicago. So what is Chicago? Deep dish pizza, a good steak, and the Taste of Chicago. We went to Giordanos, Lawry’s, Heaven on Seventh (whose jambalaya is better than their gumbo), the Taste of Chicago, the Rockin’ Roll McDonalds and more. We didn’t make it to Buffalo Joes, nor do we have a picture of the Chicago style hot dog at the airport.