Hmmm.....I'd purchase, renovate & move into Sullivan's Jewelers' Building on Wabash:
Alternately, one of the bridge houses that flank the crossings over the Chicago River:
Or, the top floor of the Mather Tower:
Realistically, I'd go with something like one of Harry Weese's River Cottages:
Or, 860-880 LSD:
As for new construction, I'd go with a Waterview Tower unit (preferably w/a view of my fave Chicago Icon, the Merchandise Mart):