The two main urban centers of the Midwest and East Coast, Chicago and New York respectively, both have a lifetime's worth of entertainment, restaurants, bars, and art galleries.
Due to its larger size and density, New York might have slightly more to offer, but Chicago has just as much diversity in terms of things to do and enjoy.
The difference between the cities though is that while New York wears its heart on its sleeve, Chicago's array of attractions is more understated, and by and large doesn't have the glitz and glamour of New York. However, this also makes the city much easier on the pocketbook.