Regardless of where in Illinois you live, there is no provision for concealed carry, unless you're an active or retired LEO. The strictest town is Chicago, where you need a permit to possess a handgun, as well as training and gun registration. Others have also mentioned the Cook County "assault weapon" ban.
If you decide to live in IL, the suburbs are best. In my opinion, the farther you are from Chicago, the more gun friendly the town. I think Oak Park and Evanston? dropped their handgun bans when Chicago did, but I don't know where they stand now. I don't think any of the suburbs require gun registration, though I could be wrong.
If you want to use Metra look on their website to find out which towns are serviced by them. Most of the Chicagoland area is serviced by public transportation, if you don't want to drive to and from work. Driving in from the suburbs isn't that bad either, though rush hour and tolls stink anywhere.
The repressive gun laws in the area are what's horrible. The Illinois State Rifle Association and its members have done a lot to help. I would suggest you join if you become a resident.
http://isra.org/