Chicago Sluggers: The First 75 Years, Illinois (Images of Baseball Series) Book

This is the best one-volume history of Chicago I'm aware of. Pacyga is a professional historian but he is writing for the layman here; he admits in his preface that this is not a complete history but rather an attempt "[to highlight] those people, places, events and relationships that capture the essence of the individual." That's why he called it a biography.
Whatever it is, it's consistently readable and absorbing. The story of Chicago is in some respects astounding, as it grew in thirty years from a muddy village in a swamp to a city of a hundred thousand that hosted the Republican convention that nominated Abraham Lincoln. Pacyga recounts how the railroads and the Illinois and Michigan Canal made Chicago the transportation hub of the rapidly expanding country, assuring its importance. The fire in 1871 cleared the slate for a makeover that produced the outlines of the modern city, and by the end of the 19th century Chicago was immense: chaotic and corrupt, but also the industrial and financial capital of the American heartland.
Pacyga devotes a great deal of attention to the ferocious labor struggles that resulted, from the Haymarket riot to the Pullman strike. Chicago was for a time the epicenter of America's class struggle. With the Great Migration came racial strife as well, with consequences enduring up to the present day. The Prohibition gangster wars get their due, as do the Depression, the Second World War, industrial decline, suburbanization and the changes overseen (or resisted) by the two Daleys.
Pacyga covers it all, with a historian's insight and a native son's affection. This is an excellent comprehensive look at the city's history for the general reader.