I'll second the motion on living in northwest Indiana. It's about as gun-friendly as you can stand.
But there's more. It's more affordable there, with generally lower taxes and much lower housing costs.
Since the I80/94 mainline got redone, even driving is sometimes possible.
We have a number of Hoosier friends due to our membership in a gun club in Chesterton. Many simply live in Merrillville, Dyer, and so forth, and commute to Hyde Park (UofC) or downtown.
I should mention that after a lifetime in Cook County (I grew up in Rogers Park, Chicago), we're going house hunting in Chesterton tomorrow.
Handgun registration was closed in Chicago in 1982. This is the same gun-ban device used by the District of Columbia, that was struck down by the Circuit Court and is now going before the Supremes.
Don't look for Daley to roll over easily if the Supreme Court knocks out this scheme. This is a guy who demolished a popular public airport in the middle of a Sunday night without so much as a hiccup.
Stay out of Chicago, and Cook County, at all costs. The County has a new gun-ban psuedo-registration ordinance in the hopper waiting to be sprung. It requires registration of everything but doesn't provide for registration.
Bill