I've only been to Chicago a couple of times, and both times around Christmas when the city was a madhouse, but I really enjoyed it. I didn't get far away from the downtown areas, so I'm sure Chicago has it's bad areas just like any major city, but at least in the downtown area it was much cleaner and well maintained than I pictured the heart of a major metropolis being.
I thought the same, but then watched a dude jump off the bus and run over and piss on a lion statue. A little off putting, but meh, seen worse.