Heh funny, I did Chicago first as well and now I'm doing SF. It was also really cool for me to be in Chicago and discover my first tech scene, now SF is a thousand times crazier.
I agree with GP, although I really want to like SF but it is hard because I've lived in nicer cities.
We've contemplated moving to NYC in the beginning, or after SF if we really don't like it, but I don't see myself living in NYC. It feels like a great big city, without the advantages of the great big cities you have in Europe or Asia.
Prior to being in California I was in Chicago and it was a big upgrade for me professionally being in the room with just tech folks for a few years.
Now that I've moved I appreciate more the blending of other industries.
It's also cheaper to live in Manhattan than SF these days.