If you're ever in chicago for the weekend, Navy Pier is lovely at night . In addition to the sweet lights of the rides, there is a fireworks show. All of this is set against the backdrop of Lake Michigan.
There is a mixture of sounds from people screaming, laughing and booms from the nightly fireworks show. I would suggest perhaps an Ipod or earplugs if you have sensitive ears (like mine). I would also suggest that you buy a ticket for the ferris wheel and ride it just as the fireworks begin. Oh and (most importantly) take a camera!
About this photo: tripod required.