CHICAGO is not a city of neutrality.

Maybe it's something about the 50-mph winds that sweep off Lake Michigan in winter, burning your face, freezing your lungs and numbing your mind. Walking into that wind is like forcing your way through a wall and feeling the jagged brick tear at your skin. If you think "wind chill factor" is a meaningless term like "partly cloudy," you have never spent January here.

I have, and I love it.

Certainly, I prefer the April mornings on the North Side lakefront bike path, when the wind is a gentle puff of warm air carrying the smell of hot dogs and the sound of children. Or the June afternoons in Wrigley Field, when the sun is bright and the Cubs have not yet dashed all hope that the season will be, too.

This is a city of contrasts. As surely as this is Carl Sandburg's city of hog butchers, so is it Studs Terkel's city of honesty, simplicity and decency, Louis Sullivan's city of architectural wonders and Sir Georg Solti's city of symphonic delights.

For me, it is a city of movement and life, of realism and realistic expectations, which might explain why it is proud to be known as Second City.

You are never more aware of that than when you are rattling through the Loop on an elevated train, screeching around a corner and lurching toward your stop. The elevated train system, begun in 1897, is like Chicago: functional and formidable. When the streets are sheets of ice and the sky is holding another foot of snow in reserve, the thought that someone else will take care of your transportation is comforting.

Because of the well-defined downtown area--called the Loop, of course, because the elevated trains loop around it--the elevated system can be as useful to visitors as it is to residents. Within blocks of Loop elevated train stops are the Sears Tower; the Blackstone, Schubert and Auditorium theaters; monumental outdoor works by Calder, Chagall and Picasso; Buckingham Fountain; Grant Park and the Art Institute. A brief tour:

* The Sears Tower, with its observation deck on the 110th floor, is mainly a place from which to see, but it also contains things worth seeing. In its lobby, for instance, is Calder's Universe, a 16,174-pound mobile.

* The theaters are all grand in their own right. If you want Broadway-type entertainment in the Midwest, these are the places.

* The outdoor art works are breathtaking, if only for their size. The untitled Picasso sculpture (a 50-foot-tall woman's head) was erected in 1967 in the Richard J. Daley Plaza, making that spot probably the most photographed in the city. Farther along Dearborn Street are Calder's bright red Flamingo and Chagall's The Four Seasons, a 70-foot mosaic. With such culture in the air, you might be tempted to skip the century-old Art Institute. But that would mean missing one of North America's great art collections, as well as individual paintings of note--Grant Wood's "American Gothic," El Greco's "Assumption of the Virgin," Renoir's "On the Terrace" and Toulouse-Lautrec's "At the Moulin Rouge."

* National Geographic once called Grant Park the city's front yard. And so it is, complete with formal flower gardens and Buckingham Fountain, which is one of the world's largest. The park, which provides a wide belt of green between downtown and the lake, is the site of unrivaled Fourth of July fireworks displays (set off while the Chicago Symphony Orchestra plays the 1812 Overture) and frequent concerts.

No tour of the Loop would be complete without a stop at Marshall Field's, which has its own entrance off the elevated train platform. If all you want is a well-stocked department store, there are any number in the Loop that will suffice. One, Carson Pirie Scott and Co., even has a lacy exterior designed by Louis Sullivan at the turn of the century. But it's what's inside that counts, and that's where Field's leaves the rest of them.

Field's is the Harrod's of the Midwest. You want size? It has 10 floors and a bargain basement. You want food? It has seven restaurants, including one that features a lunchtime salad bar, pasta bar, soup bar, burger bar and taco bar. You want wining in addition to dining? Field's has its own line of wines. Like Chicago, this is a place that works.

That cliche' is not taken lightly in Chicago, where things usually do work if they are to last. An example is the city's lower level, a sort of city beneath a city that is confined to the area near the Chicago River. The lower level was built in the late 1800s to provide service vehicles with access to downtown without providing downtown with undue congestion.

Today, it is a place of loading docks, day laborers, winos and drivers taking a shortcut. It is also a place you either love for its gritty realism or hate for its real grit. Here, too, is the semi-famous Billy Goat's Tavern, the cheese burger-cheese burger greasy spoon from the glory days of Saturday Night Live. Don't let the guys sleeping it off on the curb fool you; inside, the Goat's is actually a seedily trendy media hangout. Mike Royko has long been among the regulars.

If you have any doubts about how Chicago works, read Royko. You might start with his book on the late Richard Daley, "Boss." Or you might just pick up the Sun-Times and turn to page two, where his column runs. "In Chicago, we still have the patronage or clout system of public employment," he wrote last autumn. "So any shiftless bum can aspire to a desk of his own on which to sleep."

Ah, Chicagoans, you have to love them--if you don't hate them. And I expected to hate them when I moved here from Seattle. I was sure this was a city of shiftless bum politicos, head-knocking police and briefcase-toting businessmen (not women, certainly, in the city of broad shoulders). They are all here, but so, too, are the merchants, restaurateurs and others proud of their city and--almost a novelty for a metropolis of more than 3.5 million--eager to show it off.

What Chicago shows off best is its architecture. In Oak Park, a close-in suburb to the west, are several prairie-style houses designed by Frank Lloyd Wright, as well as his studio. Downtown, the architectural styles are as diverse as the people on the sidewalks.

Among the flashiest are Bertrand Goldberg's Marina City, rounded and balconied twin towers built in 1963, and Lake Point Tower, which was the tallest apartment building in the world (645 feet) when it was erected in 1968. You may find them showy, or you may find them to be the ultimate in stylish living, but you can't be impartial.

Among the most cherished architectural treasures is the Auditorium, built in the late 1800s by Dankmar Adler and Louis Sullivan (it houses the 4,000-plus seat Auditorium theater) and restored to its original grandeur in 1967. Among the hidden treats is the Rookery on LaSalle Street; this 100-year-old, 11-story office building rises around a light court, the lower two stories of which are covered by a glass roof. The lobby was remodeled by Wright in 1905 and is still beautiful.

The Chicago Architecture Foundation offers bus and walking tours, which are always a safe bet. But those who want to strike out on their own--and aren't afraid that they'll get no farther than the bar on the 96th floor of the John Hancock Building--will find they fare well in this city of neighborhoods.

At the far South Side, there's the Pullman District, a proud neighborhood founded in the late 1800s by railroad car builder George M. Pullman. It was planned as a company town, but that long ago disintegrated. Now, some of the restored private residences are open for tours, but even if you miss them there's always the Hotel Florence, lovingly refurbished and a brunchtime delight.

Closer to downtown there's Greektown. It's not much to see but you can't beat the food. The same is true of Chicago's Chinatown, although someone from San Francisco or New York is certain to sniff that it's a poor imitation of the real thing. Perhaps so, but this is Second City.

North of the city limits is the academic enclave of Evanston, where upper-middle class folks live in courtyard apartment buildings, and the North Shore, where the Midwest elite live in walled villas.

But as far as I'm concerned, the place to be is the North Side in general and Lincoln Avenue in particular, especially for entertainment. And who doesn't come to Chicago to hear blues?

Along Lincoln Avenue, as elsewhere in the city, many of the bars are open until 4 a.m. weekdays and 5 a.m. Fridays and Saturdays. You can listen to blues, folk, jazz, pop or punk. You can eat fondue, nouvelle cuisine, Spanish, Mexican, Japanese, Chinese or Chicago style. If you don't know what Chicago style is, you haven't had a two-inch high slice of stuffed spinach pizza.

Lincoln Park isn't just any Chicago neighborhood. It's my neighborhood, or was until my husband Steve and I moved to Baltimore 2 1/2 years ago when I accepted a job at The Washington Post and he accepted one at the Baltimore News American.

In Chicago, because my job as an editor in the Sun-Times sports department required me to work nights, I developed a deep appreciation for a city that stays up late. When I left downtown at 1 a.m., I could still catch an hour or more of music at The Bulls, a cozy walk-down jazz bar just off Lincoln Avenue. Or I could make the last set at Wise Fools Pub, one of the city's premier blues spots a few blocks up the avenue. On those rare occasions when I wasn't in the mood for music, I could watch silent films at John Barleycorn's or have a full-course meal at the 2350 Pub. And the best part is, any of them are equally good at an earlier hour.

The rest of the neighborhood looks just fine in the light of day, too. Lincoln Park itself is a beautiful expanse of green grass, bike and jogging paths, playgrounds and Lake Michigan shoreline.

Among its chief attractions is the century-old Lincoln Park Zoo and Conservatory, situated on 35 acres. Admission is free and in addition to the usual lions and tigers and bears (more than 2,000 of them), it has a farm, an essential part of the education of big-city kids, who might otherwise think milk comes from cartons.

Like many other zoos, it has a fund-raising gimmick called Adopt-an-Animal: for a fee, you get to call a wild animal your own even though, like most good things, you can't take it with you.

I haven't yet thought seriously about adopting one of the animals. But I have adopted a city.