You can also purchase some hottix on line the day of the show instead of going to one of the locations: Hottix. Steppenwolf has 20 for $20 tickets available by phone only on the day of the show. And Goodman has half price Mezzanine tickets available online on the day of the show (or $10 tickets for students).
I didn't realize so many people find the Loop to be so scary at night! LOL After living in the Loop for 9 years (I'm within 3 blocks of Goodman, Chicago Theatre, Hamilton and Wicked currently, though I'm moving later this year), I guess I took it for granted that with such a huge concentration of hotels in the area, there are literally thousands of tourists wandering in the Loop and thousands of people leaving the theatres in the Loop every night, many of whom grab a bite or a drink in the area after a show. But in the winter, EVERY neighborhood will seem a bit empty as everyone is trying to stay indoors as much as possible.
It's very safe, but I admit I don't know what the hotel situation is like there, although I'd image not to shabby.
There are very few options in Lincoln Park, most of which are closest to the Diversey Brown Line stop.
Beware the red line at night.
They all have dodgy characters at night except maybe the Brown Line (which usually has obnoxious college drunk kids). Though I don't think any of them are less safe than any Manhattan subway.
I recommend staying in Lakeview.
Wrigleyville should be okay during the off-season (though I'd avoid it like the plague during the entirety of the baseball season). The only problem I have with Lakeview and Wrigleyville in general is the noise at night due to the high concentration of bars in the area. It can get really obnoxious. Personally, I think Mag Mile is optimum if you can get a good deal.
Any of the Kimpton Hotels in the loop are interesting and fun, with the Allegro being well located for theaters and tourist attractions.
I just noticed the Allegro bar (formerly known as Encore) is back open after being refurbished! YAY! That is where I ALWAYS stopped for a pre-show drink or bite when seeing anything at the Palace. I'm curious to see what it's like now.
With few exceptions, the places open after hours in The Loop are not really quality places. They're fine in a pinch but few have any real character and almost all of them are far too expensive for what you get.
Miller's Pub is a Chicago institution and I've hung out with some touring casts there after performances. Emerald Loop is my go-to for reasonably priced decent food.
Cindy's is known for its breathtaking views.
But there actually is a nice selection of places in the Loop if you're willing to do the research in advance. If you're just going to walk around hoping to stumble upon something brilliant, then yeah, River North/Mag Mile or something along the north side El stops around Lincoln Park, Lakeview or even Bucktown, but you'd still have to know which streets to walk along (Halsted, Lincoln, Belmont, etc).
In this weather, Fulton Market/River North are short train rides, taxi rides or Uber/Lyft rides, but do not feel like "short walks" (roughly 30-40 minutes) with wind chills in the negatives.
"What can you expect from a bunch of seitan worshippers?" - Reginald Tresilian