I am originally from the Chicago area – my parent's still live there – and I am frequently there for visits.
I love Chicago.
The city is big and as with any big city you have access to: art, food, nightlife, shopping, or whatever else you are into.
While the city is not exactly cheap – what big city is – O is so fun. The people are friendly and once you get to know the city you will realize that there are very cool neighborhoods with their own unique identity.
People have told me that they didn't realize Chicago was full of music. But the music scene there is fantastic.
And they have the best art/science museums in the area.
If you want something a little different check out China town for some good ethnic food.
Compared with big cities on the coasts you can get a lot of done fairly cheaply. Though not cheap.