When they make eye contact with you, they stop and say, Good day , What's up? or How are you? - it's not enough just to look someone in the eye.
So when you're in Chicago, stop, talk to people, ask questions. They'll be genuinely happy to help you. The first thing I do when I arrive anywhere new is to head for the low end of town, the neighbourhoods where the ordinary people live, to find out what they're doing.
The minute you fall into sync with them, you fall into sync with a city. When I first moved to Chicago, different areas were still quite racially segregated. Even the clubs were divided - there were strictly white-gay or black venues.
But, largely thanks to house music and the scene that grew up around it, this is no longer the case. Back then - within three and a half years, in fact - music helped to change people's attitudes. Now, there are no parts of the city with specific racial vibes and there are certainly no no-go areas.
Black, white, Latino, gay and straight - they're all here for one thing: the music. And it's why everyone, from the age of six to 60, knows what house music is. I'm proud to have been part of that change.
When friends visit me in Chicago for the first time, I always take them around for the first couple of days. I take them for a walk in my neighbourhood, the West Loop, which is downtown. Then we'd probably head over to the Gold Coast, a beautiful part of town packed with Victorian mansions.
This is close to the beginning of Michigan Avenue (or the Magnificent Mile ), Chicago's top shopping destination, with its vertical malls, flagship stores and designer boutiques. (I must confess I love Louis Vuitton, as well as Abercrombie Fitch and Barneys New York.) After getting a feel for the heart of the city, we usually walk back to my house.
The terrace has views of the city skyscrapers and of the harbour - a great place to kick off a summer evening. Later, I like to take friends out - maybe for cocktails and then on for dinner. Chicago is gaining a reputation for innovative dining, with some talented chefs, and there's a huge choice of cuisines and budgets.
But I still have my favourites. For something a little intimate, there is Francesca's on Taylor Street - a great Italian, where my favourite is the roast chicken. The next day we'd visit the Wicker Park/ Bucktown area, neighbourhoods similar to New York City's Greenwich Village or London's Soho.
Most of the people who live there are young, artistic professionals, and it has a laid-back alternative vibe, with lots of funky shops and restaurants. Nightclubs are my work, so when I've been on tour I tend to relax by kicking back at my house - I do my laundry, get groceries and cook myself fresh food. Going out clubbing isn't the first thing on my mind.
But if I have friends visiting, or once I'm ready to catch up with the music scene, I don't usually get going until 10pm or 11pm, which is fine, as clubs in the city are open until 4am. Chicago is not just the birthplace of house; it is also recognised as the blues capital of the world, as well as being famous for its jazz, gospel and Latin music. There are venues and club nights for every taste and there is something on almost every night of the week.
I usually recommend that newcomers try Green Mill or Buddy Guy's Legends for a bit of soulful blues or jazz. For dance music, I'd say try the Boom Boom Room on Mondays, at Green Dolphin Street, or The New Dating Game. For clubbers there's also Sound-Bar, Hydrate and - if they want to go celebrity-spotting - a venue called reserve.
There is no after-hours scene as such in Chicago, but there are late-night places to get a bite to eat and a drink such as the 24-7 Tempo on East Chestnut Street or Bijan's Bistro on North State Street. One of the best things about returning to Chicago is catching up with some of the home-grown talent. I like to hear the spin that some of them put on house music - that's what sparks me.
I don't go out looking for the new or original; I try to let things come to me and accept graciously the stuff people give me to listen to. But, once in a while, you're blindsided by something and you know about it. The brilliant Andre Hatchett is the perfect example.
He is one of two guys in Chicago who have the biggest impact on me. The other is Alan King. They are the truest to the house music form, yet there is soul, personality and individuality in what they're doing.
They're the real thing. You can catch Andre twice weekly: at The New Dating Game (Wednesdays) and in the underground event Visions (Thursdays). You won't hear him or find his stuff outside Chicago - he's not into production, just playing.
You'll hear Alan King on the city's radio and he does the odd party, so look out for his name. This time of year is the beginning of the summer festival season in the city, which makes it the perfect time of year for music-lovers to visit. There are two or three months of events, many of which are free or held under the stars in the fields of Grant Park, downtown.
The Chicago Blues Festival is graced by some of the world's top performers. I always try to make it home to play at the annual Chicago International House Music Festival, where you can catch both local and international superstar DJs playing to great crowds for two days. Every year I throw my Fourth of July Celebration - held on the night of 3 July.
There are also classical music concerts and much more. I like to think of music as a soundtrack to life. It's what completes an experience and what helps make the memories so vivid.
If I tried to select a soundtrack to the city, the track listing would change every day - just as life in the city does: no day is the same. I try to approach my life staying open to influences and not going out looking specifically for anything - then I find I'm exposed to great things. Chicago is such a melting pot, a music Utopia, and it has such a colourful history.
When you visit, do as I do when I'm there - open your heart and mind and you'll have a great time. Frankie Knuckles is playing the Def Mix 20th anniversary world tour. His album Motivation Too is due out later this year.
When they make eye contact with you, they stop and say, Good day , What's up? or How are you? - it's not enough just to look someone in the eye.
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