The Ritz-Carlton and Four Seasons Hotel are at the top of the 4+ star hotels in Chicago. Hotel Sax is also on the list of 3:http://maps.google.com/maps?sourceid=nav��
there are quite a few sites that you can search that will likely show you great hotels at the best prices available. check out the website BookMe and you will be able to compare prices on all the reputable travel sites in just a couple minutes. it s very convenient and will save you a bunch of time and money. Also, make sure you buy them online... otherwise they charge much higher fees for phone orders. good luck.
Best Western Grant Park Hotel
The Four Seasons Hotel
the peninsula in downtown, never been there, but I know people!