The loop- the downtown commericial area is full of good skatespots. MOst of them will kick you out pretty quick though, so get ready to be pushing around a bunch. I used to usually start near the sears tower and work my way toward the amoco building, theres a bunch of shit in between
As for food, there are a bunch of good places around there, and everybody seems to be interested in the deep dish. If you want that I would suggest a place called Lou Malnatis, which is owned by the original owner of pizzeria Uno, but left before they turrned to shit. Gino's east is good too. The touristy one is on Ohio street downtown I believe, but they have a few different locations that will be less crowded and probably easier to deal with.
For bars I'm not sure. I left before I turned 21. I know there is this weird and crazy place called "the exit bar" somewhere on the northside. I don't think it would be a regular hang out for me, but its an interesting place to check out.
A good local beer is "goose island." Its good shit and worth trying.
The best local shop is called "Uprise." Its at 1820 N. Milwaukee ave. They got a new video out I want t oget my hands on called "Chicago's finest," that I guess has a damn good Kalis part.