>>843918As a resident of Chicago, I can tell you for sure that most of Illinois, especially around Chicago, sucks pretty fucking hard for /out/ related things. There are a few places you can go within an hour or two drive that are...ok...I guess, like Richard Bong State Recreation Area, but all of the nearby places are designed for car camping and do not permit dispersed camping. (Richard Bong is actually pretty nice, considering it's like a two hour drive from where I live in Chicago, but that's only relative to what's nearby). Your best bet in Illinois is Shawnee National Forest in southern Illinois, but thats like a 5 hour drive from Chicago, which while not bad, is not convenient if you only have time to go /out/ on weekends. You could probably find a closer place in Wisconsin.
As for winter, it generally hovers between 20 - 40 degrees F from November to December, and from January to March it generally is subzero (as much as 40 below sometimes) to freezing temperatures. This can change depending on the year though, as last winter was actually pretty mild. I don't think it went below 0 more than once last winter.
Honestly, though, your first cold winter can be rough if you're from a warmer state, but you get used to it. Bundle up and you should be okay. I grew up here, though, so I actually like the cold.
As for deep dish, while I don't hate it, it is vastly overrated. Chicago style hot dogs and Italian beef sandwiches are way better in my opinion.