If it were me, I'd probably pick from one of these:

At Symphony Center, Chicago:

New Year's Eve with the World Famous Count Basie Orchestra
Wednesday, Dec. 31, 2003 at 10:00pm

The Big Band era will take over Symphony Center for New Year’s Eve 2003. Following last year’s rousing success, the legendary sounds of The World Famous Count Basie Orchestra will once again ring in the new year. Formed in 1935, the Count Basie Orchestra has been swinging around the world for nearly seven decades. The current group boasts five members who played under Count Basie himself! The group has won 17 Grammy® Awards, 2 Grammy Hall of Fame Awards, and 9 DownBeat Readers and Critics Polls in its storied history. The festive evening concludes with dancing on Armour Stage.

Special Dinner Package

Join us for a celebratory gourmet dinner before the concert. The New Year's Eve dinner includes a Deluxe Cocktail Hour with passed hors d’oeuvres and cocktails, filet mignon and shrimp entrée, and a delectable "Trio of Tastes" dessert. The dinner price is $200 per person and is sold separately from the concert tickets.

Stay The Night
After the concert, stay the night at The Fairmont Chicago, located just a few blocks away at 200 N. Columbus Drive. Special rates apply if you have tickets to the New Year’s Eve concert.

(if anyone wants to book last minute, check out www.cso.org)