First of all, I'm a Midwesterner, being from Kansas, and Chicago is basically a big Midwestern cow town. It was built from the stockyards, and everyone is very friendly, and it's at the edge of the tallgrass prairie. There's just a good feel to it.
For me, when I 'discover' a story, there is a feeling of buoyancy and clarity, perhaps similar to early morning out on a prairie highway, when darkness lifts and reveals the outline of farmhouses and copses of trees in the distance.