Although I think I've found the one that might be "it": The Four Season's Chicago. Conveniently located above Bloomingdales on Michigan Avenue, the setting is traditional quaint victorian style- just the way I like it!
They have pretty good scones too- I had 4 (I am scone deprived)! You can really tell a place by its scones. The Ritz Carlton in Chicago for example had a great atmosphere but terrible scones (although I might be because we were late for tea, but who stops serving tea after 4 anyway?).
Plus, they have this really cute teapot. When it first arrives, you are supposed to let it sit like this- upside down- for a while before tilting it back upright again.
This is because, inside the tea is seperated from the water by a little tray thing as seen above. How cool is that?
Although the scones there are still no competition to the ones at Ritz Carlton SF (or am I just putting them on a pedestal because I haven't had them in so long?). So I'm going to keep trying. Maybe the Drake? But I heard it was very Americanized tea and is not actually very good at all. . .