Once a town of big shoulders and waistlines, Chicago looks increasingly like the nanny state of California. I FONDLY REMEMBER visiting the Sears Tower in Chicago almost 20 years ago. Before being allowed to enjoy the view from what was then the world's tallest building, visitors had to sit through a promotional film about how rough and tough and great and booming the Second City was. (Never mind that the proud hometown of baseball's sad-sack Cubs had already slipped to third place in population, behind Los Angeles.) At some point in the film, the narrator — possessed of a tooth-rattling...