As a Chicagoan that transplanted 12 years ago from the Pacific Northwest, I can tell you this: Chicago rocks!
No, it's not as beautiful as the Bay Area or Oregon (where I came from). There are no mountains, oceans or many scenic routes. And really, outside of the city itself, there isn't much to see other than malls. BUT this city by the lake is vibrant, fun and offers big city life (culture, nightlife, cuisine) mixed with midwestern friendliness.
Be warned, though: The weather is the WORST. Spring and Fall last are nearly non-existent. The winters are loooooong and dreary. But Chicago summers by the lake are so unbeatable (though, HOT and HUMID) and full of great activities, people are willing to suck it up.
I just realized you posted this question 5 months ago! So... did you make the move?