Exit -
Those skull and crossbones don't mean Jolly Roger - there's no swashbuckling here. Exit is the entrance to the darker side of yourself, more dominatrix than domesticated. Chicago's industrial holdouts come here to party, drink and talk about the glory days. There's vintage porn loops airing upstairs and motorcycles bolted to the main floor, music blaring in the caged dance area, and despite it all, the regulars and staff are friendly and inviting.
Go for the $2 beer specials on Mondays, Tuesdays, and Wednesdays - Monday also offers a "White Trash Buffet." The music is new wave and goth mixed in with the expected Wax Trax industrial. Gets packed after midnight, so be warned.