I was born and raised just outside of Chicago (adjacent suburb) and left the area in 1979. Never looked back.
Masaad Ayoob's rule was to never go to the "bad places". I wouldn't live in one either.
I had family in Illinois until 2016, and am glad I have no requirement to even travel through the state anymore. I do have friends there that I miss.
When you leave the state for good, check out the mid-South. It's good here.
Remember, when you leave a state you also leave all their debt behind you for their citizens to eventually payoff. It's a significant percentage of annual taxation, and not sustainable in places like Illinois. Debt is a dangerous habit for politicians that like to buy votes through transfer payments.
Find a state that hasn't gotten a taste for overspending. You'll be much better off.