What are some great venues for hosting a coed baby shower in Chicago?

I am hosting my sister's baby shower to be held in August in Chicago. It will be a coed shower with about 25-40 people. I don't live there so I am having a hard time trying to find the right place to hold it and was wondering if anyone had any great suggestions on venues. My initial thoughts were to have it on a rooftop terrace or some place where they have great view of the outside. Also we would like to have a caterer prepare the food since we will be having a theme for her shower and at a restaurant that would be hard to plan around that since we would have to use their food. That is why I was initially thinking of a private rental space preferrably over a restaurant. But I am open to any ideas, inside and outside, restaurants or non-restaurants. And also nothing too expensive!