I'm the "Moving to Chicago from Texas" guy. I think you'll get a lot of negative opinions about Illinois and Chicago on this forum because folks here are gun owners. I visited Chicago on several occasions when I lived in Missouri and I think it's a really clean and beautiful city. Obviously Illinois isn't the best place for gun owners, but for me, the positives outweigh the negatives. Chicago has two large airports that will take you anywhere in the country/world, public transit is great, the food is some of the best in the country, I'll actually have 4 seasons, and the cost of living is rather low compared to other large cities (check rent prices for Seattle, DC, San Francisco, or LA to compare)
I work in higher education and since Chicago has several colleges and universities, the job market will be much better for me in the long run. For my professional life, moving to Chicago seems like a no brainer. People have been telling me to just stay in Texas or live in the suburbs. But would you move from Illinois to Texas if it meant a salary cut of about half? Because that's why I'm moving... I'm getting a salary increase that's almost double. Only a fool would say "nope, I'm not moving because their gun laws suck". Even with a slightly higher cost of living, I'm still making WAY more money. And more $$$ = more gun and ammo purchases for me.
I just have to remember that guns are a hobby, while a career is my livelihood.
Taxes are higher in Chicago, but this is pretty much the norm for any large city. Things aren't exactly cheap in Texas either. Sales tax is close to 9% in some areas, my car insurance doubled moving to TX from MO, I have to drive twice as much, property tax is some of the highest in the nation, electric bills in the summer are $250+. Even with a salary increase, I actually lost money by moving here from Kansas City.