There are several vantage points for a shot of the Chicago Skyline, but the Adler Planetarium is the widest and the best. You can make your images at sunset, during the blue hour, or in complete darkness. There may also be some sightseeing boats coming in at sunset, and they are an interesting challenge to photograph.
Sunset: 8:27 PM (Sun below the horizon, orange and pink sky possible)
Twilight: 9:02 ("Blue hour", some light from the sun)
Nautical Twilight 9:46 (Completely dark, no moon)
Tripods are recommended for most shots, as well as a cable release. (If you don't have a cable release, the self timer will also work). You can create a single shot image using a wide angle lens, or capture details of the skyline with a telephoto lens.
If you want to shoot a panorama, this is probably the best place to create that kind of image. With a short telephoto lens, I use about 8-10 shots to create the final product. Tripod required.
HDR will give you wonderful results for your skyline shots, but plan on long exposures under low light conditions. Tripods required. If you want to get really fancy, you can make an HDR panorama.
Let's hope for clear or partly cloudy skies for a great sunset!