Any advice on clothing to bring? I am coming from Vancouver, Canada. What is a good area to stay in? What should I see? I am really looking forward to the trip as the city looks beautiful. I have googled hotels and places but it would be great to get advice from people actually living in Chicago. 
November will be chilly, so I’d bring layers (sweaters, jackets, etc) – temp could be anywhere from lower 60s F to 30s F.
Where to stay depends on your budget and tastes. Michigan Avenue area is convenient to everything, but 'spensive. Rush Street area is a bit more lively for night life.
What to see depends on your own tastes. Chicago has a bit of everything. If the weather is reasonable, I certainly recommend the architectural boat tour on the Chicago River.
If you like cheesy entertainment, I strongly recommend the Untouchables Tour. Lots of gangster trivia, delivered in a lively entertaining way on a black-painted school bus riddled with bullet holes!
Yeah, the weather is highly variable that time of year (or *any *time of year for that matter), but it probably isn’t any worse than Vancouver. If you can stay on north Michigan Avenue, you’ll be in the thick of things, but it is spendy. Failing that, you might try some of the Lincoln Park or Lakeview motels that are a short bus or el ride from the Loop. There are also a fair number of little B&Bs tucked away in some near-north neighborhoods; try a Yelp search to see what grabs your fancy.
Or you might try this Hostel. I haven’t stayed there, but it’s a great location and an interesting looking building.
Have a great trip!