Living in IL my whole life, I can tell you, its a boring state once you leave the Chicago area.
There are some nice areas, like "Starved Rock" where one peaceful native American tribe starved out another peaceful native American tribe, to Naperville which has been voted one of the best places to live in America, but over all its just boring.
If you want nature, you go north to Wisconsin.
If you want culture, you stay where you are.
If you want shopping, you stay where you are or go to oak brook.
If you want food stay where you are.
Really the nicest thing about Chicago is that being central to the rest of the country, its in easy flying to anywhere and with O'Hare you can go about anywhere on the planet non-stop. That requires money of course, so for on the cheap, well, you better be easily amused
