If you want to ride off that hangover on New Year's, you might want to join the Chicago Cycle Club on their annual Champagne Ride, where club members bike to the lakefront and take a quick dip. If you don't want to ride and still want to jump into the lake, the Chicago Polar Bear Club is having their Sixth Annual New Year's Swim. (Though the link's from a previous year, the details for this year's "swim" are the same.)