Several of the "most affordable" cities are in Illinois, yet here in Illinois we are losing population rapidly. The reason is that the tax burden is the highest in the nation. Property taxes in particular are out of control. That's why houses are cheap: buyers have to take into account the fact that they have to pay a significant percentage of the value of their home to the government every year.
Across the border in Indiana, there is a 1% property tax cap. In Illinois, property taxes average 2.5%, and there are some communities where it runs as high as 10% (mostly south-side Chicago economically depressed townships).
My advice: don't come here because you think housing is cheap. It ain't.