I think Katharine McPhee would make a better possibility in "Chicago". I don't see her as Velma, but rather a Roxie Hart. As someone else mentioned, Megan Hilty is multi talented, but I don't picture her either as Roxie or Velma. But that's just my opinion.
"Noel [Coward] and I were in Paris once. Adjoining rooms, of course. One night, I felt mischievous, so I knocked on Noel's door, and he asked, 'Who is it?' I lowered my voice and said 'Hotel detective. Have you got a gentleman in your room?' He answered, 'Just a minute, I'll ask him.'" (Beatrice Lillie)