Spent 3 months working in Chicago. Lived downtown in a condo just of La Salle 1 street north of the river loop. Split my time b/w downtown and Naperville.
Naperville is a suburb about an hour west, 45mins if the traffic isn't bad. It has some great parks in the area and is not very populated. A lot of families and corporate offices, so great if you live in a sub or have a house w/ family out there. Not the place for a young single person. For that its worth living in town and doing the commute.
A fair number of Aggies in ChiTown and the Pony bar on the west side is Aggie game watching.