What areas in Chicago should I avoid?

Just stick around downtown, River North, Lincoln Park and areas like that. If you are going to the Sox game then just take the train to the 35th-Bronzeville-IIT stop and walk a few blocks west you'll be fine, the area around Wrigley has more crime than the area around Comiskey. The reason why is because in every single direction around the ballpark you have dense housing and tall residential buildings and alleys where crime can happen, the area around Comiskey is more open and doesn't have the problems that most of the Southside has, Comiskey is in a decent area.

Just stay away from going north of the Sheridan Red Line stop and south of Cermak, only reason you'd have to go south of Cermak is to get to Comiskey. The real bad areas on the Southside don't start until you are south of 47th and west of Ashland. There are some nice areas in that large area like Hyde Park, Mount Greenwood, Beverly Hills, parts of Ashburn, the area around Midway isn't too bad. But you really have no reason to go to any of these areas even though they are lower crime areas.

Areas I would avoid totally: 1. Englewood 2. Austin 3. Garfield Park 4. Lawndale 5. Roseland 6. Chicago Lawn 7. Woodlawn So-So or Changing neighborhoods, that I would personally not visit often. Nothing to offer, either. 1. West Lawn 2. West Elsdon 3. Gage Park 4. Marquette Park (just moved-Thank God!) 5. Scottsdale 6. Ashburn/Gresham 7. Chatham 8. Avalon Park 9. Bridgeport/Canaryville (some parts OK) 10. Back of the Yards 11. Brighton Park 12. Morgan Park 13. Little Village 14. Pilsen 15. South Shore (actually an OK one, but if you're white, you just might stick out a bit if you mind that. I don't mean to be steotypical, but great chicken places here! For reall...) Top areas to visit The Loop Lincoln Park (good bar scene) Near North side Visit some museums, please. Museum of Science and Industry is my favorite in Hyde Park.

MLK Drive, Normal Blvd, Cicero Ave

Stay north of Cermak (unless you're going to a White Sox game) and east of Western. It's OK to go west of Western once you get further north (like around Armitage) but there's really no reason to go there.