As a local I used to go to Michigan Avenue for practical reasons like visiting an office in one of the many skyscrapers. Between the flagship stores, the many restaurants, and the bustling business people navigating the crosswalks like pros, it can be a bit overwhelming even to a city veteran. It's a must for those vacationing in Chicago, however, and the best way to attack it is with a plan and some good walking shoes. Get a map from the tourism website. If you're a shopper, highlight the stores you want to be sure to hit. Pace yourself, though, because you can easily get sidetracked. Plan breaks in prime people watching locations, as that can be great free entertainment. Don't forget to tour the waterworks at the Watertower (the miniature castle). It's a fun and interesting way to take in some of the history of the city. There's plenty else to see in Chicago (museums for days!), but Michigan Avenue should definitely be at the top of your list.