How about going to the nearest crime lab and following a crime scene investigator around? I don’t know if that’s allowed, though. But, I think that’d be interesting.
Adding to Roland Deschain’s point #6, the Coast Guard maintains two Search and Rescue stations that are responsible for patrolling the Chicago area of Lake Michigan. Station Wilmette Harbor and Station Calumet Harbor. CG units do the reporter ride along thing all the time. It’s an excellent way to get some PR, and all you’d have to do is call the stations directly and talk to the Officer in Charge or Executive Petty Officer.
I’m not sure they’d be real busy this time of year, but I’m sure they do a lot of patrols and security boardings nowadays post 9/11. When the lakeshore freezes, they pull the boats, and maybe they do ice rescue - not sure though. Having briefly been to both, I can tell you that Sta Wilmette is a nice place in a safe neighborhood, and Sta Calumet is in a warzone, a little more gritty. Pick your poison.
Peter Jordan has a show where he tries different jobs for a day: http://www.cbc.ca/itsaliving/index_html.html
Maybe you can get a ride-along with a harbor pilot on Lake Michigan or the equivalent on the Ohio or the Mississippi.
Work with a maintenance crew in a downtown skyscraper. I bet they have all sorts of interesting stories of what and who they find on the graveyard shift.
Hang out at a Boys and Girls Club at night. There’s bound to be some touching stories there.
See if you can spend a shift at a local news station. Or maybe you could even get Oprah to let you do something for a behind-the-scenes view of her show, though that would likely be during the day.
Observe 911 operators for a shift.
When a big Broadway show is in town, go see how they put up the sets and lighting and watch the actors reherse.
Visit a glass blowing studio or a window making factory or a foundry or a fine furniture making factory.
Spend time with an art restorer in a museum.
The coolest thing of all just came to me. See if you can spend a shift at the Chicago Reader! Maybe you’ll get to meet Uncle Cecil! How cool would that be? 
The idea I had, not to diss any of the other ideas that came in, is a little gross - but working at a wastewater treatment facility for one shift would be interesting, I’d think. Learning how all that crap is turned into something other than almost toxic waste.
I came in here to suggest s sewage treatment plant, but somebody beat me to it. How about a hotel maid? Or I second the adult emporium. If your university library has a conservation lab, that’s fascinating work and ours, at least, is just dying for volunteers. If not, maybe your state archives? How about city or state government? Or spend the day in the county courthouse?
A day in the life of…
Convention center staff- ie: McCormick Center, large hotels
FedEx / UPS dock worker, airplane loader, sorter, etc
Airline gate / reservations agent
Airline baggage handler
Airline catering service
Help desk agent at a local ISP
Telephone directory services operator
Banking operations staff- check scanners, cash vault, ATM servicing
Snow plow operator
Tow truck driver (Your choice of AAA or Lincoln Park Towing)
Aerial Photography.
Mapping done from the air.
Cameras with lenses the size of dinner plates.
Giant cameras that fill a whole room.
Photo enlargements big enough to paper a wall with.
Your State Government has one setup, most likely through your State Department of Transportation.