Chicago Travel Site

I live in West Palm Beach, FL right now and I HATE it…and i’ve been to Chicago probably 5 times and it is my absolute favorite place in the world…so i was thinking…time to move there
so that’s my plan for the summer…and i just wanted some info from all you natives there. Average price for a studio/one bedroom? Worst parts of the city(so i don’t look there)? Best place to look for a job? Should I sell my car? How much does the train cost to take everyday? I think that’s about it…LOL any and ALL information is greatly appreciated, I want to make the move Thanks!!!

When i was flying from ohio to Milan i only checked my bags once, on the way back i had to retrieve my bag at the chicago air port and recheck it. The second time i flew to Milan i did not have to recheck it.
Now i am soon leaving to go to Columbus, Ohio-connecting flight in frankfurt, Germany and Philadelphia. Will i have to retrieve my luggage and re-check it at either of these places like i did in chicago?
(i was traveling with another person these previous flights so i didnt have to worry about it, now i am all alone and my biggest fear will be losing my luggage)