My family moved down here when I was 6, but the yearly visits there really gave me a feel for the place. It's frighteningly cold in the winter though. They don't called it the "Windy City" for nothing! The gusts off the lake will freeze the marrow in your bones.
It's a big city, but they have block parties and in most neighborhoods, the neighbors know everybody else. It's a very close knit group in that aspect.
Not like my neighborhood, where neighbors could live next to each other for years and never speak. I know my neighbors simply because my family took the initiative.