There are some considerations at play here.

Yes we Landlords want to protect our investment properties but in Chicago your tenants win if you don't play by the rules of tenant rights.

Should I setup the LLC now and do my first deal under the LLC or just play out the first one to test the waters?

I don't purchase properties with the intent to sell, but if that's what you're going for, then that's another added bonus.  

I recommend staying away from bad areas and focusing on somewhere where your long term exit strategy will play out.

Otherwise if you call and just say that you are confirming the showing they may just play dumb and go along, then not show up anyway.

Understood that some people will recommend starting out in SFH, however the idea of buying right, forcing appreciation through strategically increasing the NOI, and refy-ing out capital that can be used in future investments plays to my personal strengths and feels like the right strategy for me to pursue.

I know there are many variable that come into play. 

She outlines the written contract with her PMs on one of the BP podcasts.It's something like this...take 25% of gross monthly rent and use that as an annual "vacancy bonus."

We're not playing with Monopoly money here - - be cautious.