Chicago: We Got Expensive Gas Just a helpful travel tip that if you plan to drive near Chicago anytime soon, you might want to have a full tank of gas as you make your way through The Windy City because we’ve got the most expensive gas. If only we could harness the awesome power of the burrito! Share this:Click to share on Facebook (Opens in new window)Click to share on Twitter (Opens in new window)Click to share on LinkedIn (Opens in new window)Click to share on Pinterest (Opens in new window)Click to email a link to a friend (Opens in new window)