Chicago is somewhat comparable to any large city in price. You can find inexpensive things to eat, see, and do, or you can sit in the lap of luxury and spend as much as your heart desires. Chicago does have one of the highest sales tax costs at 9.25% though.
ATMs are plentiful and can be found on just about any street corner, bodega, grocery store, etc. Most people get by using credit and/or debit cards though (even cabs accept them).
Average meal costs can be $10-15 for budget conscious places, or $25-40 for mid-range to higher priced places. *Prices do not reflect cost of alcohol.
Depending on where you are going, the average cost of cabs is $10-20 including tip (Chicago is a tipping city!). Traveling via the CTA trains and buses will help save money with fares starting at $2.25.
The closer you stay to the city center, the more expensive accommodations will be. Hotels can range from $100-200 per night depending on where you are staying (obviously more expensive at luxury hotels). If you are looking to save money, my recommendation would be to find a place using Airbnb.
Chicago leisure activities can range from FREE (Lincoln Park & Lincoln Park Zoo to name a few) to $20-50 for a museum, tour, or ticket. There are also lots of amazing theaters and places to see shows, which prices can vary from $50-150+.
Since this is a large city, you should always be aware of your surroundings in Chicago. As long as you are in a good area and not being a fool, Chicago is actually a pretty safe city (and super clean compared to other cities!).
Keep your bags close, never leave your belongings unattended, and keep your wits about you. While there is crime everywhere, the negative things people hear on the news are generally contained towards the far West and South neighborhoods of the city.
Female safety is generally alright in Chicago. Just don't get into dark alleys, go places that seem sketchy, etc. and you will be fine. If you are going out in the evening, plan your trip ahead of time, get a cab, and even ask the cab to wait for you to get inside your building if you would like. Personally, I have never really felt unsafe in Chicago.
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