Chicago is great, because it is not too big but not too small and hick towny. It is still big, so although I am not sure what the job situation is like exactly, it seems to me that it is big enough to find something you like. There is a very nice Baal Teshuva population as well.
Obviously you have to think about it based on who you are and your personality, but I would think it would be worth you looking into!
Good Luck, and it should go smoothly wherever you end up!!!