The Chicago concert was AWESOME! I had the time of my life and got a T-shirt and poster! It was at the House of Blues, General Admission. The concert was sold out, I think the venue has a 1,300 capacity. I was on the first floor towards the back but still had a great view of the stage.
^ Depends on what you mean by chants. There certainly weren't any wota chants, due to it not being an idol concert, but Kyary really was great at firing up the crowd and encouraging us to fist pump and go "Hai! Hai! Hai!" a lot, and there were lots of "KYARYYYYY!" calls during instrumental breaks and such. She guided us on dance moves/waves, etc. (my favorite being Ninjari Bang Bang's). Also there was the regular encore call at the end.
In case anyone is interested, here is the setlist for the Chicago concert. I jotted it down on my phone during the concert. I also took some pictures (most not that great) of both the set and some during the concert, mostly during the encore.
I hope she comes back next year!