Go to Precinct 31, ask for Sgt. O'Shaughnessy and get his dibs on the best pizza place . Might as well get acquainted with them and check out your accomodations for the night beforehand.
Do what I did, ride the L from the airport fearing for your life and hear Polish, Russian and other languages every 3 stops, go hunting in stores to buy the jacket you forgot to bring (that you need in the middle of the summer BTW), and just aimlessly wander through downtown. It's an adventure!