here's what I found on a quick drive-by: Just less than a mile N on River Rd. are McD's and Giordano's Pizza (famous for ...what else? Chicago-style pizza)
There are several hotels right across the street (River Rd) from the Conv Ctr. with places like Morton's, and McCormick & Schmick and a couple others; pricey steak/seafood houses. They're about two tenths of a mi south.
About seven tenths of a miles S. is a Denny's, but there isn't always a sidewalk...at least not one that's cleared today.
I suppose you could cab for a couple bucks, tho' I DK how available cabs are. As someone wrote above, it ain't exactly The Javitts Center.
The CTA looks to me like a pretty reasonable walk from the show, even in the winter, though extremely foul weather could change that. Depending I suppose on one's definition of "extreme." From the River Road stop it's about two miles (a two minute ride) to the Cumberland stop. There's a Bennigan's that's a short walk from there. It's in the office park South of and adjacent to the station. A slightly longer walk N on Cumberland, just over the expressway gets you a Hooters, and a thai restaurant. And walking another couple blocks east on Higgins Rd gets you an Outback Steakhouse. You might cab from the show to any one these, but getting a cab back could be a little tricky. You'd want to be sure and get a phone number for dispatch.
Or you could all come to my house for PBJ's and Campbell's Soup