A few things about Chicago:
There is an incredible art community. Maybe it's because of all of the huge, beautiful lofts, or the The Art Institute there. The art in Chicago strikes me as delightfully unselfconscious. My favorite museum is there too. The MCA on Chicago Ave.
Then there is the music scene. It's the most supportive and cohesive I've ever seen. Evidence of that can be found in the local record labels that are still going strong (Touch and Go/Quarterstick, Thrill Jockey, Drag City to name a few). There are wonderful recording studios, as well (Electrical Audio is the greatest place ever).
Public transportation is really good in Chicago. Travel tip: to get a nice view of the city, take the Brown Line.
And I love the chocolate made by Vosges, which is based in Chicago. They make these really crazy chocolate bars -- and not the dumb kind of crazy. I mean the brilliant kind of crazy. They actually make a chocolate bar with BACON! Is there anything yummier?