I don't know about Chicago, it's kinda old if you ask me. I think the movie kinda tired it out. But definately Wonderful Town is good. But if you don't want to be saddened, go see Wicked, Shoshana's pretty amazing and she and Jennifer Laura Thompson have made it a COMPLETELY different show, yet it's still amazing. Also, definately see little women. Try to see a couple of shows, there are a lot of good ones out right now.
Finally, if you can't decide, see something that's closing soon. This may be your last chance to see it.
"Love is stupid and it bleeds, it satisfies my needs, I think it's wonderful..." ~Bill Finn is God!