Although it's generally better to be alive rather than dead, I would imagine that being caught with or drawing a handgun (not to mention firing it) in Chicago would lead to a lot of legal unpleasantness. It's not difficult to avoid risky situations when visiting Chicago.
I know that some folks will flame me for this, but life is too short to miss out on a place like Chicago just because they have different laws than we do. If not being able to carry is the litmus test for visiting a place, then you can't go to many US states, Canada, England, Ireland, Europe, Australia, New Zealand, etc. etc. I feel sorry for people who forego such experiences.
Yes life is too short, and there is no need to make it shorter by visiting places like Chirak. Traffic, taxation, high prices. What's not to love its a liberal Utopia.
Thanks but no thanks