Chicago rocks. It has the same climate as NYC. It's a huge city --- much bigger than SF --- and it's compact, well connected with public transportation, and filled with walkable neighborhoods. Everything NYC provides, Chicago provides more comfortably.

Like NYC, it is straightforward to start a company in Chicago, and like NYC, there are hundreds of businesses to sell services and products to. Unlike NYC, Chicago is cheap and still stocked to with talent.

There is no better city in the US to bootstrap a business in.