Airbnb
Hotels in Chicago can be expensive and tend to be located downtown or in the suburbs. Airbnb will likely have the best options for housing over the weekend. Post on Facebook if you are looking for roommates.
Hostel
This is a hostel in downtown Chicago if you are looking for a good inexpensive option. People have enjoyed staying at this hostel in the past. You will be able to get to venues on public transportation or ride share from this hostel.