People will decry the violence (of which the vast majority is confined to the disadvantaged parts of the city[3]) and the weather (which you get used to and should stop being a wimp about), but I find the salary / cost of living ratio far outweighs the disadvantages.
[1] https://www.thrillist.com/lifestyle/chicago/the-l-rent-map-w...
[2] http://www.chicagotribune.com/news/local/breaking/ct-bicycli...