Why it's the perfect spot: It may be windy, but Chicago blows the doors off other cities with its eclectic culture, cutting-edge music, comedy scene, and to-die-for dining.
The place to stay: Sofitel Water Tower (from $265). All of the 415 rooms you'll find inside this luxurious hotel feature contemporary style, spacious marble bathrooms, and feather bedding -- perfect for getting cozy and keeping out the city's chill.
Eat here: Alinea (from $135) may be pricey -- but this modern American restaurant is a dining experience you won't forget. Spend up to five hours pairing wines and sampling 8-, 12-, or 24-course meals -- each entree is more exotic than the last.
Must-do: Crack up at Second City ($14–28), the comedy-troupe theater that's launched comics from John Belushi to Tina Fey since 1959.
Wanna get out of the US? Try these Mexico hotspots.
Photo courtesy of Sofitel Water Tower