If you're thinking about long term, 10 to 20+ years into the future, you need to look at the state's debt, namely unfunded defined benefit pension obligations. IL is the worst, and that's using rosy assumptions:

https://graphics.wsj.com/table/Connecticut_102015

Combined with the fact that the rest of IL isn't burgeoning, and that Chicago is the main source of income, it would be prudent to expect ever increasing taxes and reduced services. Other states also have problems, but there are a few states whose problems are in another league.

Personally, I would need a big discount to consider Chicago, as being outdoors is a big part of my life.