Millennium Park now offers a self-guided audio tour, downloadable to your very own mp3 player. And it's free! If you don't have an iPod or whatnot, you can rent one for $5 from the Chicago Shop at Millennium Park, on the second floor of the Exelon Pavilion at 201 E. Randolph Street. (Alas, the rentable player only comes with the tour — no music.)