Kithat,
Skating outdoors this time of year doesn't work too well in my experience; even if it's relatively quite cold, by mid March the sun is just too strong and during the day dangerous soft patches can develop. I doubt there are any outdoor rinks still open.
But if one likes skating, there are some indoor rinks with good ice, though the open-skate schedules are often a little strange. In the city, the only rink I know that offers open skating is the Park District's McFetridge, up on California just south of Irving Park. Amata and I used to go skate there and often it's quite good -- not too crowded, not too many psychotics, though the 'guards' are quite ineffectual and if the psychotics and delinquants are present, it's less fun. The only other rink I know of in the city is Johnny's, but that is dedicated 100% to hockey (

).
Robert Crown in Evanston (Main St. near the continuation of California; I forget what it's called in Evanston) and the Skokie Skatium (corner of Church and Gros Point) both have great ice and open skating, but I think McFetridge probably has more interesting eating options nearby. Quite near some interesting restaurants of various types is the Heartland Arena in Lincolnwood (just off Lincolnin an industrial park) but so far as I know, that rink is also devoted just to hockey, though that may have changed since I last skated there last summer. I once inquired here about dining options in that neck of the woods and got lots of great suggestions:
http://lthforum.com/bb/viewtopic.php?p=21416#21416
As far as well run indoor adult open skates go, I think Evanston is the best in my experience (though we haven't been there for that in some years). Between ice quality and the policing of the ice, it's quite good and civilised. I've only played hockey in Skokie and so I don't know what the open skates are like but they're probably well-run.
As I said, McFetridge can sometimes be a bit wild (the occasional human cannonball flying by, headphones plugged in, oblivious to the safety of all others); you may well know exactly what I mean and so you also know whether that sort of thing bothers you much.* If it doesn't, they have some Saturday skates (more likely to be wild) but also a number of midday skates in the course of the work week, which are probably more relaxed -- then up on Irving Park, in either direction, there are all sorts of options (German to the east; Serbian and various Hispanic cuisines to the west; also Mexican south on California, etc. etc. etc.). So that's one possibility. But I would suggest you also consider having a nice skate in Evanston and work up a good appetite and then hit Devon. In fact, now that Lucantonius is skating, maybe we should do that...
Antonius
* One must beware especially of the infamous Stivali della Morte, the wiley Fungo, and the Human-Road-Block, a.k.a. "the Hermanator."
Alle Nerven exzitiert von dem gewürzten Wein -- Anwandlung von Todesahndungen -- Doppeltgänger --
- aus dem Tagebuch E.T.A. Hoffmanns, 6. Januar 1804.
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Na sir is na seachain an cath.