So are you still doing your celebratory 1000 photo ride?
Here are some thoughts:
Statue of the Republic - an awesome spot to end the ride. It is a brilliant large golden statue coming off of the lake shore path at Hayes Drive....or second to last stop if you wanted to go up Midway Plaisance to the Fountain of Time statue at Washington Park, which I see more as the evolution of your project, than "air"
Also, as an aside, the Hayes bridge has relief images and pictographs meant to depict "wind and water", so the wind could have some elemental relevance.
For Air, there is the Boeing building, which in itself, is not that thrilling, but very on topic. There's the old Illinois Trust and Savings Building where the blimp "The Wingfoot Air Express" crashed through the skylight causing a fire that killed 13 people in what was the country's worst air disaster before the Hindenburg. There's Hyde Park high school where Amelia Earhart graduated from.
Grant Park used to act as an airstrip for plane exhibition and dirgibile take-offs.
For the theme of lifting, you could go to Otis Elevator headquarters.
I've been thinking about making bike floats lately. I recently moved using my flatbed trailer and was thinking that it would be very fun to use it with balloons as a float....maybe some kind of bird would be cool.
As for buying balloons in Chicago, I go to MKBrody. They are located in the WestLoop. They require a minimum purchase of $50 and their service is crappy. Order from their website and pick it up in the store: http://www.brodys8004balloons.com/