I just moved to ChicagoLand 18 months ago. Those that complain that it is expensive here have never lived in California! Coming from the San Francisco Bay Area, everything feels like it is on sale here as cost of living is 20-30% less. Housing, gas, insurance, groceries... my car registration in CA was $800 a year, here $114. In Silicon Valley we rented a 1,300sq/ft house built in 1957 with no updates or a yard for $4000/mo before utilities. Now we own 5,000sq/ft on 4 acres of land with a lake, pool and tennis courts and all in (mortgage, tax, ins) we are paying less that we did in rent...
In CA the schools are crap, the roads are crap, the median home cost is $1m. State income tax is 10% and you will pay 1.1% on that outrageous home value each year.
In Chicago the winters are harsh, yes, but the quality of living is quite good in my opinion. We live in the Northwest area (Barrington) maybe 7 miles North of Hoffman Estates. I work on the Northshore in Lake Forest. The schools here are excellent. You pay a lot in property tax but feel like you get something for your money (not like in CA).
If you are one of the Texans that is really into guns make sure you understand the laws here. For all the fuss people make about Illinois and guns, it is NOTHING compared to CA. Just get a FOID card (online, easy) and own what you want. Anyone can get a concealed carry license after completing a 3 day class. (Impossible in CA to get CCW) I live in an un-incorporated area and could shoot on my property if I wanted.
PM me if you have specific questions or want to get on the phone.