I've recently moved to Chicago and am thoroughly loving it. There are tons of programming meetups here, seems pretty progressive, super good public transportation (at least for the US) and costs seem to be mostly reasonable.
My studio apartment is about $1k a month in a nice part of town right next to a train stop. I really like that since Chicago is the third largest city in the country, you can probably find just about anything here'd you want, without having to pay as much to live here as you would on the coasts.