Closer in, is the Southeast Guidwall Light, which is at the end of the locks which control boat access from the river to Lake Michigan. You can see both lights in this photo.
If you go to Chicago, try to take a trip on one of the many tour boats that tie up along the river. The Chicago's First Lady is a replica of the Presidential yacht, Sequoyia. It sails several times a day for a 2-hour architectural tour of the waterfront skyline and the buildings lining the Chicago River. One of my favorite buildings is the Marina City Towers, which looks like a home for the Jetsons, and was built by an architect who hated right angles.