...warm clothing is a must since our artinnery will include Chicago...
		
		
	 
You didn't say when you were coming out my way or where you were headed, so here's some thoughts.  I'm trying to frame my reply in the context of someone who isn't used to cold weather.
January: this is a decent month to avoid Chicago.  The weather tends to swing from moderately cold (say a chilly Australian night where you really feel a shiver... about -5C) to an intense cold so frigid that your skin feels like it will split (-20C).  It's painful cold.  Then, two days later, you're back in moderate temps again.  Very unpredictable.  If you're visiting our Lakefront, it will often be a little warmer there due to the insulating effect...but the wind is fairly strong there, and the wind chill can be very unpleasant.  It's also sunny on many days, so bring sunglasses... 
plastic, not metal; metal can freeze to your skin in a few seconds on one of those bad days.
February: temps in Chicago are warmer in February, but we tend to get a lot of snow in the first half of the month.  The snow will be wet and slushy.  Expensive shoes will be ruined by the mud, slush, and salt we pour all over our streets.  Walking can be slower.  If you're here for the snow, note that the city doesn't really shut down.  Commute times crawl, things get delayed, but not cancelled.  If you're downtown, the snow will be heavier.  If you're West of about Pulaski avenue, the snow intensity tends to drop unless you're far North or South. 
March: Weather tends to be cold and windy in the first half of the month.  Toward the latter half, though, we can get some fairly comfortable weather.  There's often sudden rain, and even thunderstorms, so bring outer clothing that resists being wet.  Rains typically last about a day, and then you get muddy, dirty water for the next day.  A sudden dip in temperatures to the freezing mark, or even a good snowfall, are not unheard of.
April: Rain, rain, rain.  Thunderstorms, potentially violent, are common, too.  If you're in the city, you'll be treated to a spectacular light show, especially if you're up high.  If you're out in the fringe of the city or in the suburbs, tornados are always a risk (but rarely destructive...but that's statistics, and we're overdue).  Umbrellas and long-sleeve shirts are recommended.
What are you planning to do out here?  Anything on the to-do list?  Let me know: happy to warn you away from the touristy stuff and eager to push you toward the many hidden treasures in this city (example: skip the Sears Tower... the lines are long, and the security maddening... you get a vastly better view from the John Hancock building).  You should expect to have a very good time here.