I have been thinking the very same thing, only I am tempted to stay overnight. have not done it tho.
Been doing a recon around Millenium park and the lakefront trail. Some out of the way corner where wandering pedestrians law officers or drunks/crazies might not go. But there are just so many people. Some of the best spots are occupied by, well lets just say the spot is taken.
I would have no problem in the day hanging for a short nap over by the museum, but just cant seem to find the courage to stay overnight.
I'd get skeered and take the train home.