Chicago is an incredible place to spend Fourth of July. Fireworks start Thursday during that holiday weekend and continue nonstop through the Fourth. People love setting off their own fireworks, and the madness intensifies as the day goes on. By the end of the night on the holiday, you can sit next to the lake and watch an unofficial show. Of course, you can watch the Navy Pier fireworks and many other planned shows around town, but I loved seeing the random bursts of light as people light their own displays (although it does get loud and scary).