The city would be rough. It would be all about holing up, securing the entry to the building, and leapfroging your way from spot to spot until you get out of the city.
gather everyone in the building you are in together, make sure everyone works as a team.... and those that dont get tossed out as bait to distract the zombies as you run!
I would probably try to exploit the L... I doubt zombies could walk the tracks well.
All told, I think the best bet in the city would be to hold out and let things settle a bit before making an escape. learn what they do and how to distract them...be patient... but that all depends on food availability.
Not sure you realize how many people work in a given building.
Mine has 40 floors at probably like 150-200 people per floor.... 6000-8000 people in my building and it isn't anywhere near the largest downtown.
Food/water would prohibit you from just holding up... we could easily just hole up in our office.... the main way up is the elevator bank, or you gotta walk a shitload of stairs.... barricade our office entrance... even if you didn't, unlikely the elevators keep running.... unlikely the zombies climb 40 flights... those stair doors lock unless the staff trigger an emergency.
Problem is the water wouldn't run forever.... now you have 150-200 people pissing and shitting with no running water.
There is food in our office for maybe 1 day...
If the entire building emptied out and my entire floor bailed except say me and 10 people.... the building has maybe enough food/water for 10 people for like 30-60 days... if you scavenge every fucking floor for every snack, every bottle of water, all the sink/toilet water.
Think about what downtown Chicago looked like for the Cubs parade.... now amplify by like 50 and no police.... you wouldn't be able to go outside to scavenge.... the streets would be packed with them.... you probably couldn't get out if you had a tank, it would eventually get stuck... only way out would be helicopter from the roof.