Chicago has a great premise: celebrities whose crimes are their claims to fame. It's set at a great time period, the cinematography is perfection, and the choreography and music are excellent. Its main problem is its drab, boring protagonist. Roxy Hart (Renee Zellweger), just isn't compelling. Catherine Zeta-Jones' character, Velma Kelly, shows that you can be unlikable and yet interesting to watch. Roxy is completely dull, and the acting from the rest of the cast is never good enough to make up for her monotonous stupidity. Zellweger's acting never makes her lines notable. There is nothing worse than an unlikable character who can't even inspire hatred. Roxy is that.
Despite the lacking storyline, the music numbers make the movie worth noting. The cinematography is absolutely beautiful, although I'm not sure I think Roxy's mind is capable of crafting an entire musical. Choreography is fantastic, and the acting within numbers is exceptional. Songs like Cell Block Tango, We Both Reached for the Gun, and Razzle Dazzle take full advantage of the film medium. Other numbers are more interested in the traditional musical staging, but regardless, everything is visually beautiful. It is rare that a film adaptation respects its roots and plays effectively with different mediums. Chicago does that, and it's enough to keep me listening to the soundtrack. However, I doubt I'd see the film again.
The actual point: Go for the musical numbers rather than the movie itself. The story just can't hold its own in comparison to the music and dancing. I have to see the musical now, as I bet there are plenty of actresses who can pull off Roxy better than Zellweger.