Would you want to play well known characters (like Harry, Billy and Michael) or would you want to test out new creations?
New people, definitely. And not anyone shown even briefly in the books or you'll get exceedingly pedantic people arguing they wouldn't act that way. At the same time, people with connections to characters in the books are good, like a young Wizard who trained with Carlos Ramirez, or a True Believer who's an old friend of Father Forthill, or one of the unnamed Alphas who's since left the group.
Would you want a game set in Chicago, Baltimore or somewhere else?
I agree that the mood needs to be Chicago-like, but again, to prevent pedantry, I'd suggest somewhere like it, not actual Chicago.
What sort of power level whould you like the game set at? Chest Deep? Submerged?
Chest Deep. Lower probably is more fun, and you're right you need room for a full Wizard.
When would you like to see the game set? Around the same time as Storm Front (so its spoiler free), around the end of Small Favor (which seems to tally with the game) or after Changes (current)?
During the period previously suggested sounds about right to me.
Would you be interested in a game all playing the same type of character? A pack of were-wolves? A group of Wardens etc?
I think a mix of characters is good. Personally, for, say, 8 pre-gens, I'd go with the following:
Young Untried Wizard
True Believer Priest or Nun
Former Alpha (Werewolf, obviously)
Changeling (Child of a Summer Court Sidhe with Glamour and Inhuman Speed. Possibly Inhuman Toughness and/or Recovery as well.)
Red Court Infectee (Inhuman Strength, Toughness, and Recovery. Plus Tatoos of St. Giles.)
Ectomancer (Channeling and Ritual, a second magic user, with a useful and easily understood specialty.)
Pure Mortal Cop (Probably SI or the local equivalent. Focused on Guns, Investigation, and Intimidation Stunts.)
Pure Mortal Businessman (Maybe some illegal stuff, possibly tied to Marcone. Black belt in something. Focused on Resources, Deceit, and Fists Stunts.)
I'd then let however many people I had available pick between them. That should give a certain degree of variability, and show off the breadth of the system while still being relatively comprehensible to anybody who's read through Death Masks.
This is obviously just a sample list, but I think it's a good one, and shows about the right degree of breadth.