I used to live in the middle of the "The east side" and the pedway is really cool. If you're brave, there is way more walking complexity than just the pedway. Upper right on the map has 3 levels of streets and the bridges have 2 levels(with pedestrian sidewalks). Its kind of dark and seedy to walk on the bottom levels. At the middle level you can walked to the river walk which is nice. Going to the lake is nice. Really no retail underground, except for Billy Goat Tavern on the other side of the river. There are the ghosts of the Blues Brothers driving by on Wacker...