Thanks for all the replies so far!

The more I think this over, the more I like the thought of moving.
The town I live in now is the same I've lived in all 21 years of my life. A small quiet town with approx. 5000 citizens. Moving to a town such as Chicago will be a big change, but also a good experience. I had a look at the rent for apartments in Chicago last night and found that they weren't exactly as cheap as here, but they weren't awfully expensive either..take this for instance: apartment!.

I wouldnt want to move into a "bad" neighbourhood though...id rather pay more to avoid that..