Illinois is one of the most exciting Midwestern states, home to the Windy City of Chicago, and Lake Michigan, as well as a rich history and breathtaking landscapes. From museums to iconic landmarks, natural parks, and camping getaways, there’s something for everyone in Illinois.Chicago is easily the best city to visit in Illinois on your first visit. It’s home to the iconic Cloud Gate at Millennium Park, the Chicago River, the Mag Mile, and much more. However, smaller cities in Illinois, such as its capital, Springfield, have much to offer for tourists and locals alike.