there is a great place on halsted and belmont (across from that dunkin donuts, near "the alley") I don't remember what its called but I ate there a couple times and it was good and not too expensive. (I lived there about a year ago, should still be there though it seemed popular)
If I take my wife to an afternoon Cubs game, we ususally stop at a bar until Matsuya's opens, which is just around the corner from Wrigley Field at 3469 N Clark. Honestly I don't do sushi but I know they serve it there, and for the area it's pretty inexpensive.