The Art Institute of Chicago recently opened an exhibit of Louis Sullivan drawings and architectural artifacts, beautifully complemented by photos of his work.
Another Sullivan exhibit just opened at the Cultural Center, right up the street. It includes drawings, photos, models, and artifacts. I think this would make an amazing double header with the Art Institute exhibit. If I did them together, I think I'd check out the Cultural Center exhibit first.
If you really wanted to geek out on Sullivan, you could take a tour of the Auditorium Theater, too. If you've never been, it's a phenomenal tour, well worth a visit.