Chicago is incredibly underrated, especially compared to the amount of hype that Austin and Miami receive. Don't get me wrong, Austin is cool, but Chicago beats it in so many dimensions (art & culture, events, scenic views, architecture, even music). No city is perfect, though, and I think the best option is to live in multiple throughout the year to experience the best of each. For example, living in Chicago for most of the year but then flying to Miami or SoCal for the winter would be a good combo.