West Loop is probably the hottest right now. Lincoln Park is traditionally one of the wealthiest along with gold coast, which is full of old people. Pretty much anywhere along the brown line has wealthy families. Wicker park is full of yuppies who wish they were hipsters.
The wealthiest suburbs are on the north shore, the towns directly north of the city starting with evanston going to lake forest. Oak park area is basically the Berkeley of chicago, lots of highly educated, high earning left leaners. Naperville and hinsdale have a lot of money too, never been myself though.