Come see Chicago in the spring, summer, fall, but live somewhere warm.
Disclaimer: Attempting to move somewhere warmer soon.
I've lived in a few warm cities, and I found they suck too, just in different ways from Chicago. Plus, all the warm cities are going to run out of water soon, anyway. May as well be prepared for the cold weather when everyone has to move back to places like here.
Enjoy that SF weather :)
Sounds like the noob chose to live at 6th and Market. That's where you go after you lose that brogrammer edge, not when you move here to find your fortune.
I recall the advice Steve Martin's adopted mother in The Jerk gave him, "find your special purpose", and how that worked out for him. It all starts by working at the circus.
Your fortune will find you when you find your special purpose.