All shows are free to attend; the main acts are held at Frank Gehry designed stage (Pritzker Pavilion with one of the best sound systems) off Michigan Avenue at Millennium Park.
https://www.chicago.gov/city/en/depts/dca/supp_info/chicago_blues_festival14.html
One of my favorite reasons to visit Chicago! Love the Blues Fest, always worthwhile to check it out.