Arun's is great for thai, but ultra expensive. A good alternative is Pasteur way up on Broadway. Not quite the level of Arun's but definately a large step up from the standard thai. Talking about Thai, the corner of Sheridan and Arglye is the heart of Chicago's Thai community, great place for Thai pastries and food, don't wander around there late at night though, as it is a little seedy.
I personally would skip Charlie Trotter's. Yes, it is good, but i think that there is better. The Dining Room at the Ritz is very good. Chef Sarah Stegner is great! Le Sardine is owned by the same chef as Le Bouchon. Very good place but I prefer Le Bouchon (just a personal bias of mine).
Of course if in Chicago you must have a Deep-dish pizza, and a chicago style hot dog, for cheaper eats. For the pizza I prefer Gino's East or Pizzeria Uno. For the dog Gold Coast dogs or Demon Dogs (under the Red Line stop at Fullerton) are a must. Then there is Al's Beef! You must try an Al's Italian Beef on Taylor (west of the Loop, just south of UIC). If you like spicy order one with hot peppers. Warning, these are not for the faint of heart.
For Italian, there is Mia Francesca. I do love Spiaggia, but it can get very expensive. A good alternative is Mia. There are a few around the city. One on Taylor street, in Little Italy, and one on Clark St. between Fullerton and Belmont.
If you want Greek, then head over to Halstead and Van Buren (west of the loop). Just walk up Halstead from there and chose a Greek place that looks interesting. Hope this helps.