If you are considering the city city, you might try the Gold Coast or Streeterville (can get pricey, but there are some affordable gems) (here is city-data link: http://www.city-data.com/zips/60611.html )
or the South Loop (more affordable - recently named one of the hottest places in the USA to live) (Here is city-data link: http://www.city-data.com/zips/60605.html )
As a realtor who is over 40 and single, I believe the best approach to finding housing when relocating to Chicago is to sit down with a realtor and do an extensive interview with her or him. The important things to consider is your lifestyle and what part of the country you are coming from. If you are a bar person, then you may want to be in the Gold Coast near the "viagra triangle". That seems to be the place both guys and gals ver 40 are talking about to meet your future partner in life.
If you are more sedate, it is probably Lincoln Park , Depaul, Old Town and Lake View which may fit the bill. Unless your goal is strictly marriage, I would suggest you speak with friends and co-workers who are in your age range and see what they suggest. More important, is to take a tour of the city and walk the various neighborhoods to see what is a good fit for you.
Welcome to Chicago
You might want to give Patti a call to chat more about Chicago (can probably find that from her profile). It's usually easier than this.
I think Chicago is a GREAT place to live as a single professional. When I first started out and worked for a tech consulting company, I used to live next to Lincoln Park at one of those highrise apartments (it's been condos for a long time), and just loved it. People from my company (all single professionals at the time) used to just hop on a bus and go to the Miracle Mile and hangout, it's quite safe around there also.
The winter is really not that bad once you are all bundled up and get used to it (when I said walk, I included winter time). There are just so many places to visits, great restaurants, lots of activities / events.
Chicago was on the top of my list to move to. I still have some wonderful friends there. I think you will really enjoy being there!