I'd recommend the bar in the lobby of House of Blues Hotel (not the restaurant/club). I haven't been in there in a couple years, but unless they've redone it, the most apt comparison I can make is...it looks like what you'd imagine an opium den to look like. (And actually, I brought a Persian ex-boyfriend there, and he pretty much confirmed that impression.) Lush fabrics on the walls, comfy couches, low lighting, a very tactile environment and very sexy. The House of Blues is a few blocks east of the Merchandise Mart, so it's in the opposite direction of where you're ultimately heading, but not really out of the way.