If you're looking to see Christmas lights in Chicago, there are plenty of options. The Magnificent Mile Lights Festival is a great place to start. It's a free event that takes place along Michigan Avenue from November 19th until December 26th. You'll see millions of sparkling lights and a parade with floats and performers. Additionally, there's the Christkindlmarket, an outdoor market with German-inspired food, drinks, and entertainment. And if you want to see a Christmas show, check out The Christmas Schooner at the Mercury Theater.